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

Stuttgart
10/9/2024  6:08:21 PM Chg.- Bid12:46:24 PM Ask12:46:24 PM Underlying Strike price Expiration date Option type
0.510EUR - 0.510
Bid Size: 10,000
0.530
Ask Size: 10,000
Amphenol Corp 70.00 USD 6/20/2025 Call
 

Master data

WKN: MG81AD
Issuer: Morgan Stanley
Currency: EUR
Underlying: Amphenol Corp
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 6/20/2025
Issue date: 7/25/2024
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.41
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.22
Parity: -0.46
Time value: 0.52
Break-even: 69.18
Moneyness: 0.93
Premium: 0.17
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 1.96%
Delta: 0.48
Theta: -0.01
Omega: 5.47
Rho: 0.16
 

Quote data

Open: 0.470
High: 0.510
Low: 0.470
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.60%
1 Month  
+41.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.410
1M High / 1M Low: 0.540 0.360
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.448
Avg. volume 1W:   0.000
Avg. price 1M:   0.461
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -