Morgan Stanley Call 15000 NDX.X 20.09.2024
/ DE000MG2PCB5
Morgan Stanley Call 15000 NDX.X 2.../ DE000MG2PCB5 /
| 2024-06-24 8:43:32 PM |
Chg.-2.58 |
Bid8:54:24 PM |
Ask8:54:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 44.34EUR |
-5.50% |
44.54
Bid Size: 40,000 |
-
Ask Size: - |
NASDAQ 100 INDEX |
15,000.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
MG2PCB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15,000.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
3.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
45.19 |
| Intrinsic value: |
43.98 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.14 |
| Parity: |
43.98 |
| Time value: |
2.29 |
| Break-even: |
18,661.69 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
-3.80 |
| Omega: |
3.73 |
| Rho: |
30.47 |
Quote data
| Open: |
45.92 |
| High: |
45.92 |
| Low: |
44.34 |
| Previous Close: |
46.92 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.21% |
| 1 Month |
|
|
+16.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
48.27 |
46.29 |
| 1M High / 1M Low: |
48.27 |
32.44 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
47.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
40.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
