Morgan Stanley Call 66 NDA 21.03.2025
/ DE000MG3SGS2
Morgan Stanley Call 66 NDA 21.03..../ DE000MG3SGS2 /
| 2024-07-31 3:16:47 PM |
Chg.+0.15 |
Bid5:04:42 PM |
Ask5:04:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
+13.64% |
1.22
Bid Size: 25,000 |
1.25
Ask Size: 25,000 |
AURUBIS AG |
66.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
MG3SGS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.32 |
| Parity: |
0.47 |
| Time value: |
0.65 |
| Break-even: |
77.20 |
| Moneyness: |
1.07 |
| Premium: |
0.09 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
2.75% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
4.28 |
| Rho: |
0.23 |
Quote data
| Open: |
1.10 |
| High: |
1.25 |
| Low: |
1.10 |
| Previous Close: |
1.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.17% |
| 1 Month |
|
|
-10.07% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.21 |
1.10 |
| 1M High / 1M Low: |
1.87 |
1.10 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
