Morgan Stanley Call 90 NDA 20.09.2024
/ DE000MG2P5H1
Morgan Stanley Call 90 NDA 20.09..../ DE000MG2P5H1 /
| 2024-05-30 6:18:49 PM |
Chg.+0.090 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+12.50% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
90.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
MG2P5H |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-19 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
73.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.33 |
| Parity: |
-14.30 |
| Time value: |
1.03 |
| Break-even: |
91.03 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.35 |
| Spread %: |
51.47% |
| Delta: |
0.17 |
| Theta: |
-0.01 |
| Omega: |
12.68 |
| Rho: |
0.04 |
Quote data
| Open: |
0.770 |
| High: |
0.810 |
| Low: |
0.770 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.65% |
| 1 Month |
|
|
-8.99% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.620 |
| 1M High / 1M Low: |
1.190 |
0.179 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.706 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.706 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
631.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
