Morgan Stanley Call 32.5 SDZXF 20.12.2024
/ DE000MG24QT3
Morgan Stanley Call 32.5 SDZXF 20.../ DE000MG24QT3 /
| 28/10/2024 13:04:59 |
Chg.- |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Sandoz Group AG |
32.50 - |
20/12/2024 |
Call |
Master data
| WKN: |
MG24QT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sandoz Group AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.50 - |
| Maturity: |
20/12/2024 |
| Issue date: |
11/04/2024 |
| Last trading day: |
29/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
- |
| Historic volatility: |
0.31 |
| Parity: |
1.07 |
| Time value: |
-0.30 |
| Break-even: |
40.20 |
| Moneyness: |
1.33 |
| Premium: |
-0.07 |
| Premium p.a.: |
-0.50 |
| Spread abs.: |
0.01 |
| Spread %: |
1.32% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.750 |
| High: |
0.760 |
| Low: |
0.750 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+11.76% |
| 3 Months |
|
|
+49.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.760 |
0.530 |
| 6M High / 6M Low: |
0.760 |
0.280 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.651 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.471 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.21% |
| Volatility 6M: |
|
150.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
