Morgan Stanley Call 82.5 APH 20.0.../  DE000MG9VXJ7  /

Stuttgart
11/13/2024  11:54:16 AM Chg.-0.020 Bid5:48:03 PM Ask5:48:03 PM Underlying Strike price Expiration date Option type
0.310EUR -6.06% 0.350
Bid Size: 125,000
0.360
Ask Size: 125,000
Amphenol Corp 82.50 USD 6/20/2025 Call
 

Master data

WKN: MG9VXJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Amphenol Corp
Type: Warrant
Option type: Call
Strike price: 82.50 USD
Maturity: 6/20/2025
Issue date: 8/22/2024
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.94
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.23
Parity: -0.99
Time value: 0.34
Break-even: 81.11
Moneyness: 0.87
Premium: 0.20
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.35
Theta: -0.02
Omega: 7.05
Rho: 0.12
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+58.97%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.310
1M High / 1M Low: 0.380 0.208
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.354
Avg. volume 1W:   0.000
Avg. price 1M:   0.272
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -