Morgan Stanley Call 60 APH 21.03.2025
/ DE000MG84E94
Morgan Stanley Call 60 APH 21.03..../ DE000MG84E94 /
| 11/13/2024 8:50:53 PM |
Chg.0.00 |
Bid9:49:59 PM |
Ask9:49:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.36EUR |
0.00% |
1.37
Bid Size: 125,000 |
1.38
Ask Size: 125,000 |
Amphenol Corp |
60.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
MG84E9 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Amphenol Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
7/26/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.23 |
| Parity: |
1.13 |
| Time value: |
0.21 |
| Break-even: |
69.92 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.75% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
4.22 |
| Rho: |
0.15 |
Quote data
| Open: |
1.32 |
| High: |
1.36 |
| Low: |
1.32 |
| Previous Close: |
1.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.43% |
| 1 Month |
|
|
+56.32% |
| 3 Months |
|
|
+52.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.29 |
| 1M High / 1M Low: |
1.50 |
0.94 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
