Morgan Stanley Call 77.5 NDA 20.12.2024
/ DE000MG3HPV0
Morgan Stanley Call 77.5 NDA 20.1.../ DE000MG3HPV0 /
| 9/10/2024 12:18:59 PM |
Chg.+0.010 |
Bid2:22:11 PM |
Ask2:22:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+1.19% |
0.850
Bid Size: 5,000 |
1.170
Ask Size: 5,000 |
AURUBIS AG |
77.50 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
MG3HPV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
5/2/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
54.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.32 |
| Parity: |
-11.60 |
| Time value: |
1.22 |
| Break-even: |
78.72 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.38 |
| Spread %: |
45.24% |
| Delta: |
0.21 |
| Theta: |
-0.02 |
| Omega: |
11.27 |
| Rho: |
0.03 |
Quote data
| Open: |
0.840 |
| High: |
0.850 |
| Low: |
0.840 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.00% |
| 1 Month |
|
|
+4.94% |
| 3 Months |
|
|
-76.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
0.840 |
| 1M High / 1M Low: |
1.450 |
0.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.998 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.094 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
