Morgan Stanley Call 67.5 NDA 20.12.2024
/ DE000MG3HPT4
Morgan Stanley Call 67.5 NDA 20.1.../ DE000MG3HPT4 /
| 17/06/2024 18:02:28 |
Chg.+0.20 |
Bid18:31:13 |
Ask18:31:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.37EUR |
+3.87% |
5.37
Bid Size: 750 |
5.73
Ask Size: 750 |
AURUBIS AG |
67.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
MG3HPT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
67.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
02/05/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
12.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.83 |
| Intrinsic value: |
3.40 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.32 |
| Parity: |
3.40 |
| Time value: |
2.12 |
| Break-even: |
73.02 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.36 |
| Spread %: |
6.98% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
9.99 |
| Rho: |
0.25 |
Quote data
| Open: |
5.49 |
| High: |
5.49 |
| Low: |
5.23 |
| Previous Close: |
5.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.14% |
| 1 Month |
|
|
-22.96% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.91 |
5.17 |
| 1M High / 1M Low: |
7.14 |
5.17 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
