Morgan Stanley Call 80 NDA 20.12.2024
/ DE000MG2RV41
Morgan Stanley Call 80 NDA 20.12..../ DE000MG2RV41 /
| 2024-05-23 5:29:07 PM |
Chg.+0.10 |
Bid7:43:34 PM |
Ask7:43:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.43EUR |
+3.00% |
3.34
Bid Size: 500 |
3.68
Ask Size: 500 |
AURUBIS AG |
80.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
MG2RV4 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
20.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.33 |
| Parity: |
-5.85 |
| Time value: |
3.67 |
| Break-even: |
83.67 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.34 |
| Spread %: |
10.21% |
| Delta: |
0.42 |
| Theta: |
-0.02 |
| Omega: |
8.43 |
| Rho: |
0.16 |
Quote data
| Open: |
3.50 |
| High: |
3.50 |
| Low: |
3.43 |
| Previous Close: |
3.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.72% |
| 1 Month |
|
|
+8.89% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.57 |
3.33 |
| 1M High / 1M Low: |
4.57 |
2.00 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
