Morgan Stanley Call 17 NDX1 20.12.2024
/ DE000MG3RSP5
Morgan Stanley Call 17 NDX1 20.12.../ DE000MG3RSP5 /
10/3/2024 8:53:10 AM |
Chg.-0.010 |
Bid9:54:51 AM |
Ask9:54:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.146EUR |
-6.41% |
0.145 Bid Size: 30,000 |
0.185 Ask Size: 30,000 |
NORDEX SE O.N. |
17.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
MG3RSP |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
17.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
5/7/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
64.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.41 |
Parity: |
-4.04 |
Time value: |
0.20 |
Break-even: |
17.20 |
Moneyness: |
0.76 |
Premium: |
0.33 |
Premium p.a.: |
2.76 |
Spread abs.: |
0.05 |
Spread %: |
32.89% |
Delta: |
0.15 |
Theta: |
0.00 |
Omega: |
9.42 |
Rho: |
0.00 |
Quote data
Open: |
0.146 |
High: |
0.146 |
Low: |
0.146 |
Previous Close: |
0.156 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-33.64% |
1 Month |
|
|
-47.86% |
3 Months |
|
|
-27.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.220 |
0.156 |
1M High / 1M Low: |
0.350 |
0.156 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.199 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.276 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
170.25% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |