Morgan Stanley Call 34 703 20.12.2024
/ DE000MG2NGZ0
Morgan Stanley Call 34 703 20.12..../ DE000MG2NGZ0 /
| 2024-05-27 6:53:59 PM |
Chg.- |
Bid11:48:01 AM |
Ask11:48:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
- |
0.810
Bid Size: 40,000 |
0.850
Ask Size: 40,000 |
ALFEN N.V. EO -,10 |
34.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
MG2NGZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ALFEN N.V. EO -,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-19 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.62 |
| Parity: |
0.23 |
| Time value: |
0.60 |
| Break-even: |
42.30 |
| Moneyness: |
1.07 |
| Premium: |
0.17 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.07 |
| Spread %: |
9.21% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
2.90 |
| Rho: |
0.09 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.760 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.33% |
| 1 Month |
|
|
-9.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.730 |
| 1M High / 1M Low: |
1.360 |
0.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.780 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.088 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
