Morgan Stanley Call 220 NSC 20.12.2024
/ DE000MG3TFX2
Morgan Stanley Call 220 NSC 20.12.../ DE000MG3TFX2 /
| 9/13/2024 3:56:56 PM |
Chg.+0.15 |
Bid8:13:47 PM |
Ask8:13:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.75EUR |
+4.17% |
3.02
Bid Size: 40,000 |
3.07
Ask Size: 40,000 |
Norfolk Southern Cor... |
220.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
MG3TFX |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
5/8/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.42 |
| Intrinsic value: |
3.12 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
3.12 |
| Time value: |
0.55 |
| Break-even: |
235.27 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
1.38% |
| Delta: |
0.84 |
| Theta: |
-0.06 |
| Omega: |
5.25 |
| Rho: |
0.42 |
Quote data
| Open: |
3.56 |
| High: |
3.75 |
| Low: |
3.56 |
| Previous Close: |
3.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.98% |
| 1 Month |
|
|
+40.98% |
| 3 Months |
|
|
+118.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.96 |
3.29 |
| 1M High / 1M Low: |
3.96 |
2.42 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
