Morgan Stanley Call 85 NDA 20.09.2024
/ DE000MG2RV66
Morgan Stanley Call 85 NDA 20.09..../ DE000MG2RV66 /
| 2024-07-29 11:19:15 AM |
Chg.+0.050 |
Bid12:26:57 PM |
Ask12:26:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+19.23% |
0.310
Bid Size: 2,500 |
0.620
Ask Size: 2,500 |
AURUBIS AG |
85.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
MG2RV6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
113.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.32 |
| Parity: |
-13.65 |
| Time value: |
0.63 |
| Break-even: |
85.63 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
2.51 |
| Spread abs.: |
0.37 |
| Spread %: |
142.31% |
| Delta: |
0.13 |
| Theta: |
-0.02 |
| Omega: |
14.86 |
| Rho: |
0.01 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.39% |
| 1 Month |
|
|
-65.56% |
| 3 Months |
|
|
-85.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.260 |
| 1M High / 1M Low: |
1.890 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.300 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.168 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
267.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
