Morgan Stanley Call 75 APH 21.03.2025
/ DE000MG67CE4
Morgan Stanley Call 75 APH 21.03..../ DE000MG67CE4 /
| 11/13/2024 3:53:34 PM |
Chg.-0.010 |
Bid7:50:05 PM |
Ask7:50:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-2.50% |
0.420
Bid Size: 125,000 |
0.430
Ask Size: 125,000 |
Amphenol Corp |
75.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
MG67CE |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Amphenol Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
6/19/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
-0.28 |
| Time value: |
0.40 |
| Break-even: |
74.64 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.47 |
| Theta: |
-0.02 |
| Omega: |
7.96 |
| Rho: |
0.10 |
Quote data
| Open: |
0.370 |
| High: |
0.390 |
| Low: |
0.370 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.63% |
| 1 Month |
|
|
+68.10% |
| 3 Months |
|
|
+44.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.380 |
| 1M High / 1M Low: |
0.480 |
0.234 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.436 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.314 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
