Morgan Stanley Call 90 CTSH 19.12.../  DE000MG87AY4  /

Stuttgart
09/10/2024  20:17:07 Chg.+0.030 Bid09/10/2024 Ask09/10/2024 Underlying Strike price Expiration date Option type
0.470EUR +6.82% 0.470
Bid Size: 50,000
0.490
Ask Size: 50,000
Cognizant Technology... 90.00 USD 19/12/2025 Call
 

Master data

WKN: MG87AY
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 19/12/2025
Issue date: 29/07/2024
Last trading day: 19/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.76
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.18
Parity: -1.26
Time value: 0.47
Break-even: 86.70
Moneyness: 0.85
Premium: 0.25
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 4.44%
Delta: 0.39
Theta: -0.01
Omega: 5.69
Rho: 0.26
 

Quote data

Open: 0.440
High: 0.470
Low: 0.440
Previous Close: 0.440
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.17%
1 Month
  -7.84%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.440
1M High / 1M Low: 0.520 0.410
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.454
Avg. volume 1W:   0.000
Avg. price 1M:   0.459
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -