Morgan Stanley Call 82.5 NDAQ 20.12.2024
/ DE000MG27853
Morgan Stanley Call 82.5 NDAQ 20..../ DE000MG27853 /
| 2024-09-26 6:05:31 PM |
Chg.- |
Bid11:53:07 AM |
Ask11:53:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.071EUR |
- |
0.067
Bid Size: 17,500 |
0.101
Ask Size: 12,500 |
Nasdaq Inc |
82.50 USD |
2024-12-20 |
Call |
Master data
| WKN: |
MG2785 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Nasdaq Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.50 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
82.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
-0.89 |
| Time value: |
0.08 |
| Break-even: |
74.60 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.01 |
| Spread %: |
11.27% |
| Delta: |
0.19 |
| Theta: |
-0.01 |
| Omega: |
15.32 |
| Rho: |
0.03 |
Quote data
| Open: |
0.075 |
| High: |
0.075 |
| Low: |
0.071 |
| Previous Close: |
0.073 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.46% |
| 1 Month |
|
|
+33.96% |
| 3 Months |
|
|
+47.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.092 |
0.071 |
| 1M High / 1M Low: |
0.092 |
0.052 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.079 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.075 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
