Morgan Stanley Call 85 NDA 20.09.2024
/ DE000MG2RV66
Morgan Stanley Call 85 NDA 20.09..../ DE000MG2RV66 /
| 2024-05-27 5:27:57 PM |
Chg.+0.21 |
Bid6:34:53 PM |
Ask6:34:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.75EUR |
+13.64% |
1.73
Bid Size: 500 |
2.08
Ask Size: 500 |
AURUBIS AG |
85.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
MG2RV6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
39.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.33 |
| Parity: |
-10.15 |
| Time value: |
1.89 |
| Break-even: |
86.89 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.34 |
| Spread %: |
21.94% |
| Delta: |
0.27 |
| Theta: |
-0.02 |
| Omega: |
10.71 |
| Rho: |
0.06 |
Quote data
| Open: |
1.59 |
| High: |
1.75 |
| Low: |
1.59 |
| Previous Close: |
1.54 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.36% |
| 1 Month |
|
|
-2.23% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.75 |
1.43 |
| 1M High / 1M Low: |
2.75 |
0.59 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
451.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
