Morgan Stanley Call 70 APH 20.06..../  DE000MG81AD1  /

Stuttgart
06/09/2024  21:24:15 Chg.-0.040 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.340EUR -10.53% -
Bid Size: -
-
Ask Size: -
Amphenol Corp 70.00 USD 20/06/2025 Call
 

Master data

WKN: MG81AD
Issuer: Morgan Stanley
Currency: EUR
Underlying: Amphenol Corp
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 20/06/2025
Issue date: 25/07/2024
Last trading day: 20/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.43
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.22
Parity: -0.92
Time value: 0.35
Break-even: 66.65
Moneyness: 0.86
Premium: 0.23
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 2.94%
Delta: 0.38
Theta: -0.01
Omega: 5.85
Rho: 0.13
 

Quote data

Open: 0.370
High: 0.370
Low: 0.340
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.38%
1 Month
  -20.93%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.340
1M High / 1M Low: 0.650 0.340
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.430
Avg. volume 1W:   0.000
Avg. price 1M:   0.535
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -