Morgan Stanley Call 70 NDA 20.09.2024
/ DE000MG2RV09
Morgan Stanley Call 70 NDA 20.09..../ DE000MG2RV09 /
| 6/28/2024 9:11:37 PM |
Chg.0.00 |
Bid9:42:50 PM |
Ask9:42:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.94EUR |
0.00% |
4.98
Bid Size: 750 |
5.30
Ask Size: 600 |
AURUBIS AG |
70.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
MG2RV0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
4/22/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
13.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.81 |
| Intrinsic value: |
3.55 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.32 |
| Parity: |
3.55 |
| Time value: |
1.77 |
| Break-even: |
75.32 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.37 |
| Spread %: |
7.47% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
10.23 |
| Rho: |
0.11 |
Quote data
| Open: |
5.05 |
| High: |
5.07 |
| Low: |
4.94 |
| Previous Close: |
4.94 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.02% |
| 1 Month |
|
|
-20.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.08 |
4.94 |
| 1M High / 1M Low: |
6.37 |
4.22 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
