Morgan Stanley Call 70 CTSH 19.12.2025
/ DE000MG87AU2
Morgan Stanley Call 70 CTSH 19.12.../ DE000MG87AU2 /
| 05/09/2024 18:57:56 |
Chg.- |
Bid09:44:32 |
Ask09:44:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
- |
1.26
Bid Size: 3,750 |
1.32
Ask Size: 3,750 |
Cognizant Technology... |
70.00 USD |
19/12/2025 |
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: |
19/12/2025 |
| Issue date: |
29/07/2024 |
| Last trading day: |
19/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
0.61 |
| Time value: |
0.76 |
| Break-even: |
76.70 |
| Moneyness: |
1.10 |
| Premium: |
0.11 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
3.79% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
3.63 |
| Rho: |
0.46 |
Quote data
| Open: |
1.36 |
| High: |
1.36 |
| Low: |
1.34 |
| Previous Close: |
1.39 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.19% |
| 1 Month |
|
|
+8.94% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.41 |
1.34 |
| 1M High / 1M Low: |
1.41 |
1.20 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
