Morgan Stanley Call 80 CTSH 20.06.../  DE000MG87AX6  /

Stuttgart
11/12/2024  12:15:24 PM Chg.-0.040 Bid1:15:42 PM Ask1:15:42 PM Underlying Strike price Expiration date Option type
0.750EUR -5.06% 0.760
Bid Size: 5,000
0.790
Ask Size: 5,000
Cognizant Technology... 80.00 USD 6/20/2025 Call
 

Master data

WKN: MG87AX
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 6/20/2025
Issue date: 7/29/2024
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.80
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.14
Implied volatility: 0.27
Historic volatility: 0.18
Parity: 0.14
Time value: 0.64
Break-even: 82.83
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 1.30%
Delta: 0.61
Theta: -0.02
Omega: 5.99
Rho: 0.23
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.790
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+56.25%
1 Month  
+50.00%
3 Months  
+50.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.480
1M High / 1M Low: 0.790 0.450
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.670
Avg. volume 1W:   0.000
Avg. price 1M:   0.546
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -