Morgan Stanley Call 20000 NDX.X 20.09.2024
/ DE000MG2PCF6
Morgan Stanley Call 20000 NDX.X 2.../ DE000MG2PCF6 /
| 2024-06-24 8:43:32 PM |
Chg.-1.42 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.99EUR |
-22.15% |
-
Bid Size: - |
-
Ask Size: - |
NASDAQ 100 INDEX |
20,000.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
MG2PCF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20,000.00 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: |
28.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.14 |
| Parity: |
-2.80 |
| Time value: |
6.41 |
| Break-even: |
19,353.92 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.37 |
| Spread %: |
6.13% |
| Delta: |
0.49 |
| Theta: |
-4.79 |
| Omega: |
14.14 |
| Rho: |
20.31 |
Quote data
| Open: |
5.87 |
| High: |
5.87 |
| Low: |
4.99 |
| Previous Close: |
6.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.70% |
| 1 Month |
|
|
+84.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.32 |
5.85 |
| 1M High / 1M Low: |
7.32 |
1.35 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
297.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
