Morgan Stanley Call 4250 GIVN 19..../  DE000MJ2DYN7  /

Stuttgart
10/31/2024  4:52:57 PM Chg.-0.021 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.239EUR -8.08% -
Bid Size: -
-
Ask Size: -
GIVAUDAN N 4,250.00 CHF 9/19/2025 Call
 

Master data

WKN: MJ2DYN
Issuer: Morgan Stanley
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 4,250.00 CHF
Maturity: 9/19/2025
Issue date: 10/4/2024
Last trading day: 9/19/2025
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 15.64
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.21
Parity: -0.14
Time value: 0.28
Break-even: 4,797.14
Moneyness: 0.97
Premium: 0.10
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 3.70%
Delta: 0.52
Theta: -0.62
Omega: 8.20
Rho: 17.84
 

Quote data

Open: 0.260
High: 0.260
Low: 0.239
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.90%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.260
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.290
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -