Morgan Stanley Call 15 NDX1 20.09.2024
/ DE000MG03193
Morgan Stanley Call 15 NDX1 20.09.../ DE000MG03193 /
26/08/2024 16:27:04 |
Chg.-0.005 |
Bid18:02:11 |
Ask18:02:11 |
Underlying |
Strike price |
Expiration date |
Option type |
0.189EUR |
-2.58% |
0.177 Bid Size: 10,000 |
0.222 Ask Size: 10,000 |
NORDEX SE O.N. |
15.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
MG0319 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
12/03/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
55.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.42 |
Parity: |
-1.16 |
Time value: |
0.25 |
Break-even: |
15.25 |
Moneyness: |
0.92 |
Premium: |
0.10 |
Premium p.a.: |
3.12 |
Spread abs.: |
0.06 |
Spread %: |
28.35% |
Delta: |
0.27 |
Theta: |
-0.01 |
Omega: |
14.96 |
Rho: |
0.00 |
Quote data
Open: |
0.186 |
High: |
0.189 |
Low: |
0.182 |
Previous Close: |
0.194 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.83% |
1 Month |
|
|
-48.92% |
3 Months |
|
|
-63.65% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.193 |
1M High / 1M Low: |
0.370 |
0.183 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.206 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.251 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
202.62% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |