Morgan Stanley Call 75 NDA 20.09.2024
/ DE000MG2RV33
Morgan Stanley Call 75 NDA 20.09..../ DE000MG2RV33 /
| 10/07/2024 21:20:12 |
Chg.- |
Bid09:12:50 |
Ask09:12:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.29EUR |
- |
5.31
Bid Size: 5,000 |
5.61
Ask Size: 5,000 |
AURUBIS AG |
75.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
MG2RV3 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
22/04/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
15.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.52 |
| Intrinsic value: |
3.20 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.33 |
| Parity: |
3.20 |
| Time value: |
1.96 |
| Break-even: |
80.16 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.36 |
| Spread %: |
7.50% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
10.78 |
| Rho: |
0.10 |
Quote data
| Open: |
4.93 |
| High: |
5.48 |
| Low: |
4.93 |
| Previous Close: |
4.80 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.50% |
| 1 Month |
|
|
+77.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.29 |
4.58 |
| 1M High / 1M Low: |
5.29 |
2.63 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
