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

Stuttgart
11/12/2024  12:15:24 PM Chg.-0.040 Bid3:39:27 PM Ask3:39:27 PM Underlying Strike price Expiration date Option type
0.610EUR -6.15% 0.640
Bid Size: 100,000
0.650
Ask Size: 100,000
Cognizant Technology... 90.00 USD 12/19/2025 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: 12/19/2025
Issue date: 7/29/2024
Last trading day: 12/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.94
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.18
Parity: -0.80
Time value: 0.64
Break-even: 90.80
Moneyness: 0.91
Premium: 0.19
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 1.59%
Delta: 0.46
Theta: -0.01
Omega: 5.52
Rho: 0.32
 

Quote data

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

Performance

1 Week  
+45.24%
1 Month  
+41.86%
3 Months  
+35.56%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.420
1M High / 1M Low: 0.650 0.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.558
Avg. volume 1W:   0.000
Avg. price 1M:   0.470
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -