Morgan Stanley Call 72.5 NDA 20.12.2024
/ DE000MG3HPU2
Morgan Stanley Call 72.5 NDA 20.1.../ DE000MG3HPU2 /
| 15/11/2024 09:42:07 |
Chg.+0.08 |
Bid12:03:15 |
Ask12:03:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.28EUR |
+1.54% |
5.71
Bid Size: 2,000 |
5.95
Ask Size: 2,000 |
AURUBIS AG |
72.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
MG3HPU |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
02/05/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
14.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.18 |
| Intrinsic value: |
4.50 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.36 |
| Parity: |
4.50 |
| Time value: |
0.85 |
| Break-even: |
77.85 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
1.71% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
11.64 |
| Rho: |
0.05 |
Quote data
| Open: |
5.28 |
| High: |
5.28 |
| Low: |
5.28 |
| Previous Close: |
5.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.92% |
| 1 Month |
|
|
+738.10% |
| 3 Months |
|
|
+203.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.85 |
5.20 |
| 1M High / 1M Low: |
6.93 |
0.63 |
| 6M High / 6M Low: |
6.93 |
0.63 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
427.14% |
| Volatility 6M: |
|
290.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
