Morgan Stanley Call 70 NDA 20.09.2024
/ DE000MG2RV09
Morgan Stanley Call 70 NDA 20.09..../ DE000MG2RV09 /
| 2024-06-24 4:26:52 PM |
Chg.+0.63 |
Bid7:58:08 PM |
Ask7:58:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.12EUR |
+11.48% |
5.84
Bid Size: 600 |
6.20
Ask Size: 500 |
AURUBIS AG |
70.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
MG2RV0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
12.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.63 |
| Intrinsic value: |
4.60 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.32 |
| Parity: |
4.60 |
| Time value: |
1.25 |
| Break-even: |
75.85 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.36 |
| Spread %: |
6.56% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
10.42 |
| Rho: |
0.13 |
Quote data
| Open: |
5.58 |
| High: |
6.12 |
| Low: |
5.58 |
| Previous Close: |
5.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.37% |
| 1 Month |
|
|
+9.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.49 |
4.36 |
| 1M High / 1M Low: |
6.37 |
4.22 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
