Morgan Stanley Call 5500 GIVN 19..../  DE000MJ2DYT4  /

Stuttgart
11/15/2024  5:08:51 PM Chg.-0.002 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.023EUR -8.00% -
Bid Size: -
-
Ask Size: -
GIVAUDAN N 5,500.00 CHF 9/19/2025 Call
 

Master data

WKN: MJ2DYT
Issuer: Morgan Stanley
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 5,500.00 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: 100.65
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.21
Parity: -1.85
Time value: 0.04
Break-even: 5,917.85
Moneyness: 0.68
Premium: 0.47
Premium p.a.: 0.58
Spread abs.: 0.02
Spread %: 73.91%
Delta: 0.10
Theta: -0.30
Omega: 9.56
Rho: 2.88
 

Quote data

Open: 0.023
High: 0.023
Low: 0.023
Previous Close: 0.025
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.54%
1 Month
  -63.49%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.027 0.023
1M High / 1M Low: 0.063 0.023
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -