Morgan Stanley Call 72.5 NDA 20.12.2024
/ DE000MG2V290
Morgan Stanley Call 72.5 NDA 20.1.../ DE000MG2V290 /
8/2/2024 8:57:35 PM |
Chg.-0.35 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.99EUR |
-14.96% |
- Bid Size: - |
- Ask Size: - |
AURUBIS AG |
72.50 EUR |
12/20/2024 |
Call |
Master data
WKN: |
MG2V29 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
72.50 EUR |
Maturity: |
12/20/2024 |
Issue date: |
4/24/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
29.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.34 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.32 |
Parity: |
-3.65 |
Time value: |
2.37 |
Break-even: |
74.87 |
Moneyness: |
0.95 |
Premium: |
0.09 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.36 |
Spread %: |
17.91% |
Delta: |
0.41 |
Theta: |
-0.01 |
Omega: |
11.81 |
Rho: |
0.10 |
Quote data
Open: |
2.28 |
High: |
2.28 |
Low: |
1.99 |
Previous Close: |
2.34 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.95% |
1 Month |
|
|
-38.20% |
3 Months |
|
|
-7.01% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.43 |
1.99 |
1M High / 1M Low: |
3.47 |
1.99 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.25 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.80 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.71% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |