Morgan Stanley Call 120 DOX 21.03.../  DE000MG3A6A0  /

Stuttgart
2024-05-20  8:19:53 PM Chg.0.000 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.380EUR 0.00% -
Bid Size: -
-
Ask Size: -
Amdocs Ltd 120.00 USD 2025-03-21 Call
 

Master data

WKN: MG3A6A
Issuer: Morgan Stanley
Currency: EUR
Underlying: Amdocs Ltd
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2025-03-21
Issue date: 2024-04-30
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.22
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.42
Parity: -3.57
Time value: 0.41
Break-even: 114.47
Moneyness: 0.68
Premium: 0.53
Premium p.a.: 0.67
Spread abs.: 0.03
Spread %: 7.89%
Delta: 0.26
Theta: -0.02
Omega: 4.77
Rho: 0.13
 

Quote data

Open: 0.360
High: 0.380
Low: 0.360
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.56%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.380
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.392
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -