Morgan Stanley Call 66 NDA 21.03.2025
/ DE000MG3SGS2
Morgan Stanley Call 66 NDA 21.03..../ DE000MG3SGS2 /
| 12/11/2024 17:17:17 |
Chg.- |
Bid08:37:58 |
Ask08:37:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
- |
1.37
Bid Size: 10,000 |
1.40
Ask Size: 10,000 |
AURUBIS AG |
66.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
MG3SGS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
07/05/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.76 |
| Intrinsic value: |
1.58 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.35 |
| Parity: |
1.58 |
| Time value: |
0.37 |
| Break-even: |
85.50 |
| Moneyness: |
1.24 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
1.56% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
3.41 |
| Rho: |
0.17 |
Quote data
| Open: |
1.83 |
| High: |
1.83 |
| Low: |
1.50 |
| Previous Close: |
1.93 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.66% |
| 1 Month |
|
|
+194.12% |
| 3 Months |
|
|
+138.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.96 |
1.50 |
| 1M High / 1M Low: |
1.96 |
0.45 |
| 6M High / 6M Low: |
2.04 |
0.45 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.67% |
| Volatility 6M: |
|
169.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
