Morgan Stanley Call 77.5 NDA 20.12.2024
/ DE000MG3HPV0
Morgan Stanley Call 77.5 NDA 20.1.../ DE000MG3HPV0 /
| 2024-07-09 6:06:58 PM |
Chg.-0.10 |
Bid9:55:01 PM |
Ask9:55:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.56EUR |
-2.15% |
4.51
Bid Size: 750 |
4.87
Ask Size: 750 |
AURUBIS AG |
77.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
MG3HPV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-02 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
15.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.01 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.33 |
| Parity: |
1.15 |
| Time value: |
3.84 |
| Break-even: |
82.49 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.37 |
| Spread %: |
8.01% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
9.86 |
| Rho: |
0.20 |
Quote data
| Open: |
4.59 |
| High: |
4.59 |
| Low: |
4.56 |
| Previous Close: |
4.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.57% |
| 1 Month |
|
|
+34.51% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.67 |
3.98 |
| 1M High / 1M Low: |
4.67 |
2.90 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
