Morgan Stanley Call 16 NDX1 21.03.2025
/ DE000MG5XDU0
Morgan Stanley Call 16 NDX1 21.03.../ DE000MG5XDU0 /
26/08/2024 12:44:00 |
Chg.-0.010 |
Bid14:28:12 |
Ask14:28:12 |
Underlying |
Strike price |
Expiration date |
Option type |
0.440EUR |
-2.22% |
0.450 Bid Size: 30,000 |
0.480 Ask Size: 30,000 |
NORDEX SE O.N. |
16.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
MG5XDU |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
14/06/2024 |
Last trading day: |
21/03/2025 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
27.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.42 |
Parity: |
-2.16 |
Time value: |
0.50 |
Break-even: |
16.50 |
Moneyness: |
0.87 |
Premium: |
0.19 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.05 |
Spread %: |
11.11% |
Delta: |
0.31 |
Theta: |
0.00 |
Omega: |
8.48 |
Rho: |
0.02 |
Quote data
Open: |
0.440 |
High: |
0.440 |
Low: |
0.440 |
Previous Close: |
0.450 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.35% |
1 Month |
|
|
-15.38% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.440 |
1M High / 1M Low: |
0.530 |
0.390 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.448 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.465 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.85% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |