Morgan Stanley Call 70 NDA 20.12..../  DE000MG2P5A6  /

Stuttgart
2024-09-25  9:13:41 PM Chg.+0.070 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.910EUR +8.33% -
Bid Size: -
-
Ask Size: -
AURUBIS AG 70.00 EUR 2024-12-20 Call
 

Master data

WKN: MG2P5A
Issuer: Morgan Stanley
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 2024-12-20
Issue date: 2024-04-19
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 50.98
Leverage: Yes

Calculated values

Fair value: 1.59
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.34
Parity: -7.80
Time value: 1.22
Break-even: 71.22
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 0.78
Spread abs.: 0.38
Spread %: 45.24%
Delta: 0.25
Theta: -0.02
Omega: 12.50
Rho: 0.03
 

Quote data

Open: 0.690
High: 0.910
Low: 0.690
Previous Close: 0.840
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -60.61%
1 Month
  -50.54%
3 Months
  -73.16%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.710 0.840
1M High / 1M Low: 2.710 0.840
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.108
Avg. volume 1W:   0.000
Avg. price 1M:   1.819
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   275.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -