Morgan Stanley Call 90 NDA 20.12.2024
/ DE000MG2P5J7
Morgan Stanley Call 90 NDA 20.12..../ DE000MG2P5J7 /
| 2024-07-09 2:26:55 PM |
Chg.-0.08 |
Bid4:34:08 PM |
Ask4:34:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
-5.88% |
1.32
Bid Size: 5,000 |
1.62
Ask Size: 5,000 |
AURUBIS AG |
90.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
MG2P5J |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-19 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
45.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.33 |
| Parity: |
-11.35 |
| Time value: |
1.71 |
| Break-even: |
91.71 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.37 |
| Spread %: |
27.61% |
| Delta: |
0.25 |
| Theta: |
-0.01 |
| Omega: |
11.50 |
| Rho: |
0.08 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.28 |
| Previous Close: |
1.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.32% |
| 1 Month |
|
|
+31.96% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.37 |
1.11 |
| 1M High / 1M Low: |
1.37 |
0.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
