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

Stuttgart
9/18/2024  1:45:47 PM Chg.0.00 Bid3:03:41 PM Ask3:03:41 PM Underlying Strike price Expiration date Option type
1.26EUR 0.00% 1.27
Bid Size: 3,750
1.33
Ask Size: 3,750
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: 5.27
Leverage: Yes

Calculated values

Fair value: 1.01
Intrinsic value: 0.56
Implied volatility: 0.29
Historic volatility: 0.17
Parity: 0.56
Time value: 0.74
Break-even: 75.94
Moneyness: 1.09
Premium: 0.11
Premium p.a.: 0.09
Spread abs.: 0.05
Spread %: 4.00%
Delta: 0.71
Theta: -0.01
Omega: 3.75
Rho: 0.45
 

Quote data

Open: 1.26
High: 1.26
Low: 1.26
Previous Close: 1.26
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.79%
1 Month
  -2.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.36 1.26
1M High / 1M Low: 1.41 1.26
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.30
Avg. volume 1W:   0.00
Avg. price 1M:   1.34
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   51.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -