Morgan Stanley Call 90 NDA 20.12.2024
/ DE000MG2RLX6
Morgan Stanley Call 90 NDA 20.12..../ DE000MG2RLX6 /
| 2024-09-26 1:24:35 PM |
Chg.+0.020 |
Bid2:16:02 PM |
Ask2:16:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+18.18% |
0.150
Bid Size: 10,000 |
0.470
Ask Size: 7,500 |
AURUBIS AG |
90.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
MG2RLX |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
139.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.34 |
| Parity: |
-27.25 |
| Time value: |
0.45 |
| Break-even: |
90.45 |
| Moneyness: |
0.70 |
| Premium: |
0.44 |
| Premium p.a.: |
3.81 |
| Spread abs.: |
0.34 |
| Spread %: |
309.09% |
| Delta: |
0.08 |
| Theta: |
-0.01 |
| Omega: |
10.64 |
| Rho: |
0.01 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.130 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-59.38% |
| 1 Month |
|
|
-56.67% |
| 3 Months |
|
|
-91.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.090 |
| 1M High / 1M Low: |
0.340 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.222 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
305.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
