Morgan Stanley Call 17 NDX1 20.12.2024
/ DE000MG3RSP5
Morgan Stanley Call 17 NDX1 20.12.../ DE000MG3RSP5 /
11/4/2024 6:59:32 PM |
Chg.+0.013 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.166EUR |
+8.50% |
- Bid Size: - |
- Ask Size: - |
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: |
65.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.61 |
Historic volatility: |
0.40 |
Parity: |
-3.75 |
Time value: |
0.20 |
Break-even: |
17.20 |
Moneyness: |
0.78 |
Premium: |
0.30 |
Premium p.a.: |
6.94 |
Spread abs.: |
0.06 |
Spread %: |
38.10% |
Delta: |
0.15 |
Theta: |
-0.01 |
Omega: |
9.84 |
Rho: |
0.00 |
Quote data
Open: |
0.151 |
High: |
0.167 |
Low: |
0.151 |
Previous Close: |
0.153 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.79% |
1 Month |
|
|
-0.60% |
3 Months |
|
|
-33.60% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.186 |
0.146 |
1M High / 1M Low: |
0.186 |
0.136 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.165 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.160 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
115.01% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |