Morgan Stanley Call 82.5 NDA 21.03.2025
/ DE000MG0QP34
Morgan Stanley Call 82.5 NDA 21.0.../ DE000MG0QP34 /
| 2024-07-09 2:21:13 PM |
Chg.-0.030 |
Bid3:35:31 PM |
Ask3:35:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-3.70% |
0.770
Bid Size: 50,000 |
0.800
Ask Size: 50,000 |
AURUBIS AG |
82.50 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
MG0QP3 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.50 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-25 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.33 |
| Parity: |
-0.39 |
| Time value: |
0.83 |
| Break-even: |
90.80 |
| Moneyness: |
0.95 |
| Premium: |
0.15 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
3.75% |
| Delta: |
0.53 |
| Theta: |
-0.02 |
| Omega: |
4.99 |
| Rho: |
0.23 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.780 |
| Previous Close: |
0.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.42% |
| 1 Month |
|
|
+30.00% |
| 3 Months |
|
|
+52.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.670 |
| 1M High / 1M Low: |
0.820 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.764 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.641 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
