Morgan Stanley Call 32.5 SDZ 20.12.2024
/ DE000MG24QT3
Morgan Stanley Call 32.5 SDZ 20.1.../ DE000MG24QT3 /
| 10/9/2024 12:57:20 PM |
Chg.+0.050 |
Bid3:25:02 PM |
Ask3:25:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+10.42% |
0.540
Bid Size: 125,000 |
0.550
Ask Size: 125,000 |
SANDOZ GROUP N |
32.50 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
MG24QT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SANDOZ GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.50 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
4/11/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.32 |
| Parity: |
0.32 |
| Time value: |
0.14 |
| Break-even: |
39.12 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
6.02 |
| Rho: |
0.05 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.90% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+29.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.360 |
| 1M High / 1M Low: |
0.530 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.440 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
