Morgan Stanley Call 90 NDA 20.09.2024
/ DE000MG2RV82
Morgan Stanley Call 90 NDA 20.09..../ DE000MG2RV82 /
| 2024-06-06 6:19:50 PM |
Chg.- |
Bid9:40:41 AM |
Ask9:40:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
- |
0.670
Bid Size: 5,000 |
0.970
Ask Size: 5,000 |
AURUBIS AG |
90.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
MG2RV8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
70.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.32 |
| Parity: |
-15.70 |
| Time value: |
1.05 |
| Break-even: |
91.05 |
| Moneyness: |
0.83 |
| Premium: |
0.23 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.36 |
| Spread %: |
52.17% |
| Delta: |
0.17 |
| Theta: |
-0.02 |
| Omega: |
11.80 |
| Rho: |
0.03 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.670 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.51% |
| 1 Month |
|
|
+15.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.670 |
| 1M High / 1M Low: |
1.730 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.824 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.951 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
515.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
