Morgan Stanley Call 16.5 NDX1 20.12.2024
/ DE000MG25P77
Morgan Stanley Call 16.5 NDX1 20..../ DE000MG25P77 /
| 05/11/2024 11:53:28 |
Chg.-0.030 |
Bid14:55:46 |
Ask14:55:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-7.14% |
0.410
Bid Size: 12,500 |
0.500
Ask Size: 12,500 |
NORDEX SE O.N. |
16.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
MG25P7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
11/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
25.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.40 |
| Parity: |
-2.84 |
| Time value: |
0.54 |
| Break-even: |
17.04 |
| Moneyness: |
0.83 |
| Premium: |
0.25 |
| Premium p.a.: |
5.01 |
| Spread abs.: |
0.11 |
| Spread %: |
25.58% |
| Delta: |
0.28 |
| Theta: |
-0.01 |
| Omega: |
7.07 |
| Rho: |
0.00 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.390 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.33% |
| 1 Month |
|
|
-20.41% |
| 3 Months |
|
|
-45.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.380 |
| 1M High / 1M Low: |
0.510 |
0.360 |
| 6M High / 6M Low: |
2.040 |
0.360 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.419 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.916 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.28% |
| Volatility 6M: |
|
147.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
