Morgan Stanley Call 77.5 NDA 20.09.2024
/ DE000MG2V2B3
Morgan Stanley Call 77.5 NDA 20.0.../ DE000MG2V2B3 /
| 7/9/2024 1:27:13 PM |
Chg.-0.09 |
Bid4:35:03 PM |
Ask4:35:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.50EUR |
-3.47% |
2.55
Bid Size: 5,000 |
2.85
Ask Size: 5,000 |
AURUBIS AG |
77.50 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
MG2V2B |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
4/24/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
27.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.43 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.33 |
| Parity: |
1.15 |
| Time value: |
1.76 |
| Break-even: |
80.41 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.37 |
| Spread %: |
14.57% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
17.55 |
| Rho: |
0.10 |
Quote data
| Open: |
2.62 |
| High: |
2.62 |
| Low: |
2.50 |
| Previous Close: |
2.59 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.05% |
| 1 Month |
|
|
+49.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.59 |
2.10 |
| 1M High / 1M Low: |
2.59 |
1.29 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
