Morgan Stanley Call 80 BNR 19.09..../  DE000MJ2EA60  /

Stuttgart
04/10/2024  20:52:14 Chg.- Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.206EUR - -
Bid Size: -
-
Ask Size: -
BRENNTAG SE NA O.N. 80.00 EUR 19/09/2025 Call
 

Master data

WKN: MJ2EA6
Issuer: Morgan Stanley
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 19/09/2025
Issue date: 04/10/2024
Last trading day: 19/09/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 29.93
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.21
Parity: -1.36
Time value: 0.22
Break-even: 82.22
Moneyness: 0.83
Premium: 0.24
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 6.73%
Delta: 0.28
Theta: -0.01
Omega: 8.26
Rho: 0.15
 

Quote data

Open: 0.202
High: 0.214
Low: 0.198
Previous Close: -
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

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1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
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Avg. price 6M:   -
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Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -