Morgan Stanley Call 77.5 NDA 21.03.2025
/ DE000MG0QP18
Morgan Stanley Call 77.5 NDA 21.0.../ DE000MG0QP18 /
| 14/11/2024 17:13:07 |
Chg.0.000 |
Bid17:55:26 |
Ask17:55:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
0.00% |
0.770
Bid Size: 10,000 |
0.800
Ask Size: 10,000 |
AURUBIS AG |
77.50 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
MG0QP1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
25/03/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.36 |
| Parity: |
-0.03 |
| Time value: |
0.83 |
| Break-even: |
85.80 |
| Moneyness: |
1.00 |
| Premium: |
0.11 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.03 |
| Spread %: |
3.75% |
| Delta: |
0.56 |
| Theta: |
-0.03 |
| Omega: |
5.23 |
| Rho: |
0.12 |
Quote data
| Open: |
0.760 |
| High: |
0.810 |
| Low: |
0.760 |
| Previous Close: |
0.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.57% |
| 1 Month |
|
|
+403.11% |
| 3 Months |
|
|
+200.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
0.810 |
| 1M High / 1M Low: |
1.160 |
0.143 |
| 6M High / 6M Low: |
1.280 |
0.143 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.030 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.540 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.585 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
342.14% |
| Volatility 6M: |
|
230.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
