Morgan Stanley Call 96 NDA 21.03.2025
/ DE000MG2V3X5
Morgan Stanley Call 96 NDA 21.03..../ DE000MG2V3X5 /
| 2024-07-09 1:27:22 PM |
Chg.-0.020 |
Bid2:24:12 PM |
Ask2:24:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-5.41% |
0.350
Bid Size: 50,000 |
0.380
Ask Size: 50,000 |
AURUBIS AG |
96.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
MG2V3X |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.33 |
| Parity: |
-1.74 |
| Time value: |
0.40 |
| Break-even: |
100.00 |
| Moneyness: |
0.82 |
| Premium: |
0.27 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.03 |
| Spread %: |
8.11% |
| Delta: |
0.32 |
| Theta: |
-0.02 |
| Omega: |
6.27 |
| Rho: |
0.15 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.350 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.90% |
| 1 Month |
|
|
+25.00% |
| 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 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.350 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.297 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
