Morgan Stanley Call 82.5 NDA 20.0.../  DE000MG2V2D9  /

Stuttgart
2024-05-30  5:22:46 PM Chg.+0.27 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
1.73EUR +18.49% -
Bid Size: -
-
Ask Size: -
AURUBIS AG 82.50 EUR 2024-09-20 Call
 

Master data

WKN: MG2V2D
Issuer: Morgan Stanley
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 82.50 EUR
Maturity: 2024-09-20
Issue date: 2024-04-24
Last trading day: 2024-09-20
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 42.06
Leverage: Yes

Calculated values

Fair value: 3.27
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.33
Parity: -6.80
Time value: 1.80
Break-even: 84.30
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 0.42
Spread abs.: 0.35
Spread %: 24.14%
Delta: 0.31
Theta: -0.02
Omega: 12.87
Rho: 0.07
 

Quote data

Open: 1.58
High: 1.73
Low: 1.58
Previous Close: 1.46
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.10%
1 Month  
+5.49%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.57 1.34
1M High / 1M Low: 2.15 0.55
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.45
Avg. volume 1W:   0.00
Avg. price 1M:   1.39
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   381.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -