Morgan Stanley Call 67.5 NDA 21.03.2025
/ DE000MG5X2U8
Morgan Stanley Call 67.5 NDA 21.0.../ DE000MG5X2U8 /
9/6/2024 9:17:39 PM |
Chg.-0.03 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.42EUR |
-1.22% |
- Bid Size: - |
- Ask Size: - |
AURUBIS AG |
67.50 EUR |
3/21/2025 |
Call |
Master data
WKN: |
MG5X2U |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
67.50 EUR |
Maturity: |
3/21/2025 |
Issue date: |
6/14/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
23.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.88 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.12 |
Historic volatility: |
0.32 |
Parity: |
-0.15 |
Time value: |
2.90 |
Break-even: |
70.40 |
Moneyness: |
1.00 |
Premium: |
0.05 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.38 |
Spread %: |
15.08% |
Delta: |
0.59 |
Theta: |
-0.01 |
Omega: |
13.79 |
Rho: |
0.20 |
Quote data
Open: |
2.43 |
High: |
2.45 |
Low: |
2.40 |
Previous Close: |
2.45 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.47% |
1 Month |
|
|
+29.41% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.60 |
2.29 |
1M High / 1M Low: |
2.65 |
1.87 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.45 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.29 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.81% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |