Morgan Stanley Call 120 DOX 20.12.2024
/ DE000MG3A6B8
Morgan Stanley Call 120 DOX 20.12.../ DE000MG3A6B8 /
| 03/06/2024 08:46:04 |
Chg.-0.030 |
Bid11:38:01 |
Ask11:38:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-12.50% |
0.220
Bid Size: 3,750 |
0.350
Ask Size: 3,750 |
Amdocs Ltd |
120.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
MG3A6B |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Amdocs Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
30/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.42 |
| Parity: |
-3.85 |
| Time value: |
0.31 |
| Break-even: |
113.67 |
| Moneyness: |
0.65 |
| Premium: |
0.58 |
| Premium p.a.: |
1.30 |
| Spread abs.: |
0.08 |
| Spread %: |
34.78% |
| Delta: |
0.22 |
| Theta: |
-0.02 |
| Omega: |
5.08 |
| Rho: |
0.07 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.59% |
| 1 Month |
|
|
-38.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.240 |
| 1M High / 1M Low: |
0.340 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.278 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.308 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
