Morgan Stanley Call 85 NDA 20.12.2024
/ DE000MG2RV74
Morgan Stanley Call 85 NDA 20.12..../ DE000MG2RV74 /
| 2024-06-06 6:19:50 PM |
Chg.+0.09 |
Bid8:04:59 PM |
Ask8:04:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.27EUR |
+4.13% |
2.27
Bid Size: 500 |
2.63
Ask Size: 500 |
AURUBIS AG |
85.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
MG2RV7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
28.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.32 |
| Parity: |
-11.15 |
| Time value: |
2.59 |
| Break-even: |
87.59 |
| Moneyness: |
0.87 |
| Premium: |
0.19 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.35 |
| Spread %: |
15.63% |
| Delta: |
0.31 |
| Theta: |
-0.02 |
| Omega: |
8.71 |
| Rho: |
0.11 |
Quote data
| Open: |
2.25 |
| High: |
2.27 |
| Low: |
2.16 |
| Previous Close: |
2.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.26% |
| 1 Month |
|
|
+24.73% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.92 |
2.18 |
| 1M High / 1M Low: |
3.56 |
1.31 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
