Morgan Stanley Call 77.5 NDA 20.12.2024
/ DE000MG3HPV0
Morgan Stanley Call 77.5 NDA 20.1.../ DE000MG3HPV0 /
| 2024-09-26 5:28:48 PM |
Chg.- |
Bid8:05:05 AM |
Ask8:05:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
- |
0.810
Bid Size: 3,750 |
0.920
Ask Size: 3,750 |
AURUBIS AG |
77.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
MG3HPV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-02 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
84.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.34 |
| Parity: |
-14.75 |
| Time value: |
0.74 |
| Break-even: |
78.24 |
| Moneyness: |
0.81 |
| Premium: |
0.25 |
| Premium p.a.: |
1.58 |
| Spread abs.: |
0.34 |
| Spread %: |
85.00% |
| Delta: |
0.14 |
| Theta: |
-0.02 |
| Omega: |
12.03 |
| Rho: |
0.02 |
Quote data
| Open: |
0.500 |
| High: |
0.670 |
| Low: |
0.500 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-53.47% |
| 1 Month |
|
|
-53.79% |
| 3 Months |
|
|
-80.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.600 |
0.380 |
| 1M High / 1M Low: |
1.960 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.896 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.071 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
445.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
