Morgan Stanley Call 72.5 NDA 20.09.2024
/ DE000MG2V2A5
Morgan Stanley Call 72.5 NDA 20.0.../ DE000MG2V2A5 /
| 2024-06-07 10:39:59 AM |
Chg.-0.23 |
Bid10:48:44 AM |
Ask10:48:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.53EUR |
-8.33% |
2.50
Bid Size: 5,000 |
2.80
Ask Size: 5,000 |
AURUBIS AG |
72.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
MG2V2A |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
23.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.43 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.32 |
| Parity: |
1.80 |
| Time value: |
1.32 |
| Break-even: |
75.62 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.36 |
| Spread %: |
13.04% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
18.09 |
| Rho: |
0.15 |
Quote data
| Open: |
2.53 |
| High: |
2.53 |
| Low: |
2.53 |
| Previous Close: |
2.76 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.63% |
| 1 Month |
|
|
+21.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.27 |
2.72 |
| 1M High / 1M Low: |
3.64 |
1.71 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
