Morgan Stanley Call 77.5 NDA 20.12.2024
/ DE000MG2V2C1
Morgan Stanley Call 77.5 NDA 20.1.../ DE000MG2V2C1 /
11/10/2024 17:22:59 |
Chg.+0.010 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
+3.57% |
- Bid Size: - |
- Ask Size: - |
AURUBIS AG |
77.50 EUR |
20/12/2024 |
Call |
Master data
WKN: |
MG2V2C |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
77.50 EUR |
Maturity: |
20/12/2024 |
Issue date: |
24/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
118.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.34 |
Parity: |
-13.35 |
Time value: |
0.54 |
Break-even: |
78.04 |
Moneyness: |
0.83 |
Premium: |
0.22 |
Premium p.a.: |
1.78 |
Spread abs.: |
0.26 |
Spread %: |
92.86% |
Delta: |
0.12 |
Theta: |
-0.01 |
Omega: |
14.56 |
Rho: |
0.01 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.290 |
Previous Close: |
0.280 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-43.14% |
1 Month |
|
|
-49.12% |
3 Months |
|
|
-89.64% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.270 |
1M High / 1M Low: |
1.330 |
0.270 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.292 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.553 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
439.69% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |