Morgan Stanley Call 70 NDA 20.12.2024
/ DE000MG2RV17
Morgan Stanley Call 70 NDA 20.12..../ DE000MG2RV17 /
| 06/09/2024 21:21:07 |
Chg.-0.09 |
Bid22:05:05 |
Ask22:05:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.62EUR |
-3.32% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
70.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
MG2RV1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
22/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
20.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.82 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.32 |
| Parity: |
-2.65 |
| Time value: |
3.24 |
| Break-even: |
73.24 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.38 |
| Spread %: |
13.29% |
| Delta: |
0.46 |
| Theta: |
-0.02 |
| Omega: |
9.47 |
| Rho: |
0.08 |
Quote data
| Open: |
2.63 |
| High: |
2.71 |
| Low: |
2.55 |
| Previous Close: |
2.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.27% |
| 1 Month |
|
|
+50.57% |
| 3 Months |
|
|
-51.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.06 |
2.48 |
| 1M High / 1M Low: |
3.23 |
1.74 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
