Morgan Stanley Call 72.5 NDA 20.12.2024
/ DE000MG2V290
Morgan Stanley Call 72.5 NDA 20.1.../ DE000MG2V290 /
9/26/2024 1:14:16 PM |
Chg.+0.240 |
Bid1:41:10 PM |
Ask1:41:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
+38.10% |
0.930 Bid Size: 5,000 |
1.250 Ask Size: 5,000 |
AURUBIS AG |
72.50 EUR |
12/20/2024 |
Call |
Master data
WKN: |
MG2V29 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
72.50 EUR |
Maturity: |
12/20/2024 |
Issue date: |
4/24/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
64.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.21 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.34 |
Parity: |
-9.75 |
Time value: |
0.97 |
Break-even: |
73.47 |
Moneyness: |
0.87 |
Premium: |
0.17 |
Premium p.a.: |
0.97 |
Spread abs.: |
0.34 |
Spread %: |
53.97% |
Delta: |
0.20 |
Theta: |
-0.02 |
Omega: |
12.91 |
Rho: |
0.03 |
Quote data
Open: |
0.820 |
High: |
0.870 |
Low: |
0.820 |
Previous Close: |
0.630 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-60.63% |
1 Month |
|
|
-43.51% |
3 Months |
|
|
-69.37% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.210 |
0.580 |
1M High / 1M Low: |
2.210 |
0.580 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.188 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.320 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
283.99% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |