Morgan Stanley Call 70 NDA 20.12.2024
/ DE000MG2RV17
Morgan Stanley Call 70 NDA 20.12..../ DE000MG2RV17 /
| 2024-06-06 11:23:48 AM |
Chg.+0.17 |
Bid12:41:41 PM |
Ask12:41:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.47EUR |
+3.21% |
5.37
Bid Size: 5,000 |
5.67
Ask Size: 5,000 |
AURUBIS AG |
70.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
MG2RV1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
12.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.67 |
| Intrinsic value: |
3.85 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.32 |
| Parity: |
3.85 |
| Time value: |
1.90 |
| Break-even: |
75.75 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.35 |
| Spread %: |
6.48% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
10.72 |
| Rho: |
0.30 |
Quote data
| Open: |
5.47 |
| High: |
5.47 |
| Low: |
5.47 |
| Previous Close: |
5.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.35% |
| 1 Month |
|
|
+21.56% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.17 |
5.30 |
| 1M High / 1M Low: |
6.70 |
3.94 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
