Morgan Stanley Call 114 NDA 20.06.2025
/ DE000MG71S44
Morgan Stanley Call 114 NDA 20.06.../ DE000MG71S44 /
10/10/2024 18:21:34 |
Chg.-0.004 |
Bid10/10/2024 |
Ask10/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.067EUR |
-5.63% |
0.067 Bid Size: 17,500 |
0.093 Ask Size: 17,500 |
AURUBIS AG |
114.00 EUR |
20/06/2025 |
Call |
Master data
WKN: |
MG71S4 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
114.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
05/07/2024 |
Last trading day: |
20/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
65.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.34 |
Parity: |
-5.05 |
Time value: |
0.10 |
Break-even: |
114.97 |
Moneyness: |
0.56 |
Premium: |
0.81 |
Premium p.a.: |
1.35 |
Spread abs.: |
0.03 |
Spread %: |
36.62% |
Delta: |
0.10 |
Theta: |
-0.01 |
Omega: |
6.47 |
Rho: |
0.04 |
Quote data
Open: |
0.059 |
High: |
0.067 |
Low: |
0.059 |
Previous Close: |
0.071 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+26.42% |
1 Month |
|
|
-18.29% |
3 Months |
|
|
-72.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.071 |
0.046 |
1M High / 1M Low: |
0.097 |
0.045 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.058 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.074 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
251.15% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |