Morgan Stanley Call 17.5 NDX1 20.12.2024
/ DE000MG3SFN5
Morgan Stanley Call 17.5 NDX1 20..../ DE000MG3SFN5 /
| 04/11/2024 18:59:42 |
Chg.- |
Bid09:53:11 |
Ask09:53:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
- |
0.330
Bid Size: 12,500 |
0.400
Ask Size: 12,500 |
NORDEX SE O.N. |
17.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
MG3SFN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
07/05/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
31.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.40 |
| Parity: |
-3.84 |
| Time value: |
0.44 |
| Break-even: |
17.94 |
| Moneyness: |
0.78 |
| Premium: |
0.31 |
| Premium p.a.: |
8.12 |
| Spread abs.: |
0.09 |
| Spread %: |
25.71% |
| Delta: |
0.23 |
| Theta: |
-0.01 |
| Omega: |
7.09 |
| Rho: |
0.00 |
Quote data
| Open: |
0.330 |
| High: |
0.350 |
| Low: |
0.330 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.53% |
| 1 Month |
|
|
-12.82% |
| 3 Months |
|
|
-45.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.340 |
| 1M High / 1M Low: |
0.410 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.348 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.345 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
