Morgan Stanley Call 40 703 20.12.2024
/ DE000MG2EZL9
Morgan Stanley Call 40 703 20.12..../ DE000MG2EZL9 /
| 2024-05-22 8:22:31 AM |
Chg.0.000 |
Bid9:33:37 AM |
Ask9:33:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
0.00% |
0.550
Bid Size: 40,000 |
0.590
Ask Size: 40,000 |
ALFEN N.V. EO -,10 |
40.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
MG2EZL |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ALFEN N.V. EO -,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.59 |
| Parity: |
0.21 |
| Time value: |
0.77 |
| Break-even: |
49.80 |
| Moneyness: |
1.05 |
| Premium: |
0.18 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
1.03% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
2.82 |
| Rho: |
0.10 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.56% |
| 1 Month |
|
|
-18.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.490 |
| 1M High / 1M Low: |
0.980 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.814 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.756 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
290.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
