Morgan Stanley Call 77.5 NDA 20.12.2024
/ DE000MG2V2C1
Morgan Stanley Call 77.5 NDA 20.1.../ DE000MG2V2C1 /
| 7/9/2024 6:35:43 PM |
Chg.-0.05 |
Bid7:56:37 PM |
Ask7:56:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.72EUR |
-1.81% |
2.70
Bid Size: 1,250 |
3.06
Ask Size: 1,000 |
AURUBIS AG |
77.50 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
MG2V2C |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
4/24/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
25.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.01 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.08 |
| Historic volatility: |
0.33 |
| Parity: |
1.15 |
| Time value: |
1.95 |
| Break-even: |
80.60 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.37 |
| Spread %: |
13.55% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
18.57 |
| Rho: |
0.24 |
Quote data
| Open: |
2.78 |
| High: |
2.78 |
| Low: |
2.72 |
| Previous Close: |
2.77 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.48% |
| 1 Month |
|
|
+29.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.77 |
2.44 |
| 1M High / 1M Low: |
2.77 |
1.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
