Morgan Stanley Call 77.5 NDA 20.12.2024
/ DE000MG3HPV0
Morgan Stanley Call 77.5 NDA 20.1.../ DE000MG3HPV0 /
| 6/25/2024 6:29:56 PM |
Chg.+0.10 |
Bid8:22:06 PM |
Ask8:22:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.21EUR |
+2.43% |
4.24
Bid Size: 750 |
4.56
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: |
17.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.32 |
| Parity: |
-0.95 |
| Time value: |
4.33 |
| Break-even: |
81.83 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.36 |
| Spread %: |
9.07% |
| Delta: |
0.54 |
| Theta: |
-0.02 |
| Omega: |
9.59 |
| Rho: |
0.18 |
Quote data
| Open: |
4.19 |
| High: |
4.21 |
| Low: |
4.15 |
| Previous Close: |
4.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.56% |
| 1 Month |
|
|
+5.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.18 |
3.20 |
| 1M High / 1M Low: |
4.47 |
2.90 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
