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

Stuttgart
11/11/2024  8:23:27 PM Chg.- Bid9:19:05 AM Ask9:19:05 AM Underlying Strike price Expiration date Option type
1.71EUR - 1.66
Bid Size: 3,750
1.69
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: 4.52
Leverage: Yes

Calculated values

Fair value: 1.42
Intrinsic value: 1.08
Implied volatility: 0.31
Historic volatility: 0.18
Parity: 1.08
Time value: 0.61
Break-even: 82.55
Moneyness: 1.16
Premium: 0.08
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.60%
Delta: 0.77
Theta: -0.01
Omega: 3.48
Rho: 0.46
 

Quote data

Open: 1.60
High: 1.71
Low: 1.60
Previous Close: 1.60
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+39.02%
1 Month  
+37.90%
3 Months  
+42.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.71 1.23
1M High / 1M Low: 1.71 1.16
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.53
Avg. volume 1W:   0.00
Avg. price 1M:   1.32
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -