Morgan Stanley Call 80 NDA 20.09.2024
/ DE000MG2RV58
Morgan Stanley Call 80 NDA 20.09..../ DE000MG2RV58 /
| 5/27/2024 5:27:57 PM |
Chg.+0.31 |
Bid8:06:02 PM |
Ask8:06:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.91EUR |
+11.92% |
2.88
Bid Size: 500 |
3.23
Ask Size: 500 |
AURUBIS AG |
80.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
MG2RV5 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
4/22/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
25.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.83 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.33 |
| Parity: |
-5.15 |
| Time value: |
2.96 |
| Break-even: |
82.96 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.34 |
| Spread %: |
12.98% |
| Delta: |
0.39 |
| Theta: |
-0.02 |
| Omega: |
9.93 |
| Rho: |
0.08 |
Quote data
| Open: |
2.67 |
| High: |
2.91 |
| Low: |
2.67 |
| Previous Close: |
2.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.54% |
| 1 Month |
|
|
+5.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.13 |
2.43 |
| 1M High / 1M Low: |
4.13 |
1.19 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
362.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
