Morgan Stanley Call 80 CTSH 19.12.../  DE000MG87AW8  /

Stuttgart
10/9/2024  1:59:17 PM Chg.-0.010 Bid5:02:35 PM Ask5:02:35 PM Underlying Strike price Expiration date Option type
0.760EUR -1.30% 0.790
Bid Size: 50,000
0.820
Ask Size: 50,000
Cognizant Technology... 80.00 USD 12/19/2025 Call
 

Master data

WKN: MG87AW
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 12/19/2025
Issue date: 7/29/2024
Last trading day: 12/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.67
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -0.35
Time value: 0.80
Break-even: 80.89
Moneyness: 0.95
Premium: 0.17
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 3.90%
Delta: 0.55
Theta: -0.01
Omega: 4.74
Rho: 0.36
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.770
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.00%
1 Month
  -9.52%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.770
1M High / 1M Low: 0.860 0.720
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.790
Avg. volume 1W:   0.000
Avg. price 1M:   0.789
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -