Morgan Stanley Call 67.5 NDA 20.12.2024
/ DE000MG3HPT4
Morgan Stanley Call 67.5 NDA 20.1.../ DE000MG3HPT4 /
| 06/09/2024 21:20:49 |
Chg.-0.22 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.36EUR |
-6.15% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
67.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
MG3HPT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
67.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
02/05/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
18.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.79 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.32 |
| Parity: |
-0.30 |
| Time value: |
3.73 |
| Break-even: |
71.23 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.38 |
| Spread %: |
11.34% |
| Delta: |
0.54 |
| Theta: |
-0.02 |
| Omega: |
9.79 |
| Rho: |
0.09 |
Quote data
| Open: |
3.35 |
| High: |
3.46 |
| Low: |
3.29 |
| Previous Close: |
3.58 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.70% |
| 1 Month |
|
|
+34.40% |
| 3 Months |
|
|
-41.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.84 |
3.09 |
| 1M High / 1M Low: |
3.97 |
2.50 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
