Morgan Stanley Call 90 NDA 20.09..../  DE000MG2P5H1  /

Stuttgart
2024-08-02  9:07:57 PM Chg.-0.020 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.070EUR -22.22% -
Bid Size: -
-
Ask Size: -
AURUBIS AG 90.00 EUR 2024-09-20 Call
 

Master data

WKN: MG2P5H
Issuer: Morgan Stanley
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 2024-09-20
Issue date: 2024-04-19
Last trading day: 2024-09-20
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 156.48
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.32
Parity: -21.15
Time value: 0.44
Break-even: 90.44
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 6.96
Spread abs.: 0.36
Spread %: 450.00%
Delta: 0.08
Theta: -0.02
Omega: 13.11
Rho: 0.01
 

Quote data

Open: 0.110
High: 0.120
Low: 0.070
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -88.52%
3 Months
  -83.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.070
1M High / 1M Low: 0.700 0.070
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.350
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   284.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -