Morgan Stanley Call 70 NDA 20.12.2024
/ DE000MG2P5A6
Morgan Stanley Call 70 NDA 20.12..../ DE000MG2P5A6 /
| 26/09/2024 16:28:37 |
Chg.+0.450 |
Bid17:28:34 |
Ask17:28:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.360EUR |
+49.45% |
1.430
Bid Size: 5,000 |
1.750
Ask Size: 5,000 |
AURUBIS AG |
70.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
MG2P5A |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
19/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
50.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.34 |
| Parity: |
-7.25 |
| Time value: |
1.25 |
| Break-even: |
71.25 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.34 |
| Spread %: |
37.36% |
| Delta: |
0.25 |
| Theta: |
-0.02 |
| Omega: |
12.80 |
| Rho: |
0.03 |
Quote data
| Open: |
1.280 |
| High: |
1.360 |
| Low: |
1.280 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.82% |
| 1 Month |
|
|
-29.53% |
| 3 Months |
|
|
-56.83% |
| 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: |
|
1.828 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.780 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
