Morgan Stanley Call 77.5 NDA 20.12.2024
/ DE000MG3HPV0
Morgan Stanley Call 77.5 NDA 20.1.../ DE000MG3HPV0 /
| 6/17/2024 6:02:34 PM |
Chg.+0.15 |
Bid6:49:14 PM |
Ask6:49:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.05EUR |
+5.17% |
3.06
Bid Size: 750 |
3.42
Ask Size: 750 |
AURUBIS AG |
77.50 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
MG3HPV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
5/2/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
21.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.32 |
| Parity: |
-6.60 |
| Time value: |
3.25 |
| Break-even: |
80.75 |
| Moneyness: |
0.91 |
| Premium: |
0.14 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.36 |
| Spread %: |
12.46% |
| Delta: |
0.39 |
| Theta: |
-0.02 |
| Omega: |
8.45 |
| Rho: |
0.12 |
Quote data
| Open: |
3.19 |
| High: |
3.19 |
| Low: |
2.88 |
| Previous Close: |
2.90 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.21% |
| 1 Month |
|
|
-36.06% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.64 |
2.90 |
| 1M High / 1M Low: |
5.08 |
2.90 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
