Morgan Stanley Call 70 CTSH 20.06.2025
/ DE000MG87AV0
Morgan Stanley Call 70 CTSH 20.06.../ DE000MG87AV0 /
| 09/10/2024 13:59:17 |
Chg.-0.01 |
Bid15:51:01 |
Ask15:51:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
-0.98% |
1.04
Bid Size: 50,000 |
1.08
Ask Size: 50,000 |
Cognizant Technology... |
70.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
MG87AV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Cognizant Technology Solutions Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
29/07/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.18 |
| Parity: |
0.56 |
| Time value: |
0.50 |
| Break-even: |
74.38 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
2.91% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
4.65 |
| Rho: |
0.27 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
1.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.61% |
| 1 Month |
|
|
-4.72% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.08 |
1.02 |
| 1M High / 1M Low: |
1.13 |
0.95 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
