Morgan Stanley Call 81 NDA 21.03..../  DE000MG2V3R7  /

Stuttgart
2024-11-13  5:15:58 PM Chg.+0.020 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.650EUR +3.17% -
Bid Size: -
-
Ask Size: -
AURUBIS AG 81.00 EUR 2025-03-21 Call
 

Master data

WKN: MG2V3R
Issuer: Morgan Stanley
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 81.00 EUR
Maturity: 2025-03-21
Issue date: 2024-04-24
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.69
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.36
Parity: -0.50
Time value: 0.65
Break-even: 87.50
Moneyness: 0.94
Premium: 0.15
Premium p.a.: 0.49
Spread abs.: 0.03
Spread %: 4.84%
Delta: 0.48
Theta: -0.03
Omega: 5.57
Rho: 0.10
 

Quote data

Open: 0.650
High: 0.650
Low: 0.610
Previous Close: 0.630
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.29%
1 Month  
+501.85%
3 Months  
+214.01%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.630
1M High / 1M Low: 0.960 0.101
6M High / 6M Low: 1.100 0.101
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.830
Avg. volume 1W:   0.000
Avg. price 1M:   0.414
Avg. volume 1M:   0.000
Avg. price 6M:   0.470
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   356.11%
Volatility 6M:   237.78%
Volatility 1Y:   -
Volatility 3Y:   -