Morgan Stanley Call 70 NDA 20.09.2024
/ DE000MG2RV09
Morgan Stanley Call 70 NDA 20.09..../ DE000MG2RV09 /
| 2024-07-26 6:58:29 PM |
Chg.-0.14 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.73EUR |
-3.62% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
70.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
MG2RV0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
17.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.44 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.32 |
| Parity: |
1.35 |
| Time value: |
2.75 |
| Break-even: |
74.10 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.37 |
| Spread %: |
9.92% |
| Delta: |
0.61 |
| Theta: |
-0.03 |
| Omega: |
10.58 |
| Rho: |
0.06 |
Quote data
| Open: |
3.84 |
| High: |
4.03 |
| Low: |
3.68 |
| Previous Close: |
3.87 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.54% |
| 1 Month |
|
|
-24.49% |
| 3 Months |
|
|
-31.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.32 |
3.41 |
| 1M High / 1M Low: |
7.13 |
3.41 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
