Morgan Stanley Call 70 CTSH 19.12.../  DE000MG87AU2  /

Stuttgart
8/30/2024  6:57:55 PM Chg.-0.03 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.37EUR -2.14% -
Bid Size: -
-
Ask Size: -
Cognizant Technology... 70.00 USD 12/19/2025 Call
 

Master data

WKN: MG87AU
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 12/19/2025
Issue date: 7/29/2024
Last trading day: 12/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.82
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 0.70
Implied volatility: 0.30
Historic volatility: 0.17
Parity: 0.70
Time value: 0.76
Break-even: 77.96
Moneyness: 1.11
Premium: 0.11
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 2.82%
Delta: 0.73
Theta: -0.01
Omega: 3.53
Rho: 0.48
 

Quote data

Open: 1.40
High: 1.40
Low: 1.37
Previous Close: 1.40
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.74%
1 Month
  -1.44%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.40 1.34
1M High / 1M Low: 1.45 1.15
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.37
Avg. volume 1W:   0.00
Avg. price 1M:   1.30
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   76.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -