Morgan Stanley Call 16 NDX1 20.12.2024
/ DE000MG3HNX1
Morgan Stanley Call 16 NDX1 20.12.../ DE000MG3HNX1 /
2024-07-23 4:28:58 PM |
Chg.-0.020 |
Bid5:43:00 PM |
Ask5:43:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
-5.41% |
0.360 Bid Size: 3,750 |
0.400 Ask Size: 3,750 |
NORDEX SE O.N. |
16.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
MG3HNX |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-05-02 |
Last trading day: |
2024-12-20 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
32.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.70 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.41 |
Parity: |
-2.42 |
Time value: |
0.42 |
Break-even: |
16.42 |
Moneyness: |
0.85 |
Premium: |
0.21 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.04 |
Spread %: |
10.53% |
Delta: |
0.27 |
Theta: |
0.00 |
Omega: |
8.72 |
Rho: |
0.01 |
Quote data
Open: |
0.390 |
High: |
0.390 |
Low: |
0.350 |
Previous Close: |
0.370 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.94% |
1 Month |
|
|
+20.69% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.300 |
1M High / 1M Low: |
0.380 |
0.220 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.334 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.299 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
159.77% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |