Morgan Stanley Call 87.5 NDA 20.12.2024
/ DE000MG2V2F4
Morgan Stanley Call 87.5 NDA 20.1.../ DE000MG2V2F4 /
9/10/2024 1:17:15 PM |
Chg.+0.020 |
Bid2:13:21 PM |
Ask2:13:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
+11.11% |
0.200 Bid Size: 10,000 |
0.520 Ask Size: 6,250 |
AURUBIS AG |
87.50 EUR |
12/20/2024 |
Call |
Master data
WKN: |
MG2V2F |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
87.50 EUR |
Maturity: |
12/20/2024 |
Issue date: |
4/24/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
117.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.29 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.32 |
Parity: |
-21.60 |
Time value: |
0.56 |
Break-even: |
88.06 |
Moneyness: |
0.75 |
Premium: |
0.34 |
Premium p.a.: |
1.85 |
Spread abs.: |
0.38 |
Spread %: |
211.11% |
Delta: |
0.10 |
Theta: |
-0.01 |
Omega: |
11.62 |
Rho: |
0.02 |
Quote data
Open: |
0.190 |
High: |
0.200 |
Low: |
0.190 |
Previous Close: |
0.180 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.04% |
1 Month |
|
|
-9.09% |
3 Months |
|
|
-83.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.180 |
1M High / 1M Low: |
0.320 |
0.180 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.206 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.247 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
214.25% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |