Morgan Stanley Call 72.5 NDA 20.09.2024
/ DE000MG2V2A5
Morgan Stanley Call 72.5 NDA 20.0.../ DE000MG2V2A5 /
| 7/31/2024 5:09:36 PM |
Chg.+0.44 |
Bid6:11:32 PM |
Ask6:11:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.02EUR |
+27.85% |
2.04
Bid Size: 750 |
2.40
Ask Size: 750 |
AURUBIS AG |
72.50 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
MG2V2A |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.50 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
4/24/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
36.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.75 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.32 |
| Parity: |
-1.80 |
| Time value: |
1.92 |
| Break-even: |
74.42 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.37 |
| Spread %: |
23.87% |
| Delta: |
0.43 |
| Theta: |
-0.03 |
| Omega: |
15.82 |
| Rho: |
0.04 |
Quote data
| Open: |
2.02 |
| High: |
2.03 |
| Low: |
2.02 |
| Previous Close: |
1.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.02% |
| 1 Month |
|
|
-21.40% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.98 |
1.58 |
| 1M High / 1M Low: |
3.70 |
1.58 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
