Morgan Stanley Call 72.5 NDA 20.12.2024
/ DE000MG3HPU2
Morgan Stanley Call 72.5 NDA 20.1.../ DE000MG3HPU2 /
2024-05-23 6:04:53 PM |
Chg.+0.11 |
Bid7:49:56 PM |
Ask7:49:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.99EUR |
+2.25% |
4.94 Bid Size: 500 |
5.28 Ask Size: 500 |
AURUBIS AG |
72.50 EUR |
2024-12-20 |
Call |
Master data
WKN: |
MG3HPU |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
72.50 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-05-02 |
Last trading day: |
2024-12-20 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
14.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.94 |
Intrinsic value: |
1.65 |
Implied volatility: |
0.15 |
Historic volatility: |
0.33 |
Parity: |
1.65 |
Time value: |
3.57 |
Break-even: |
77.72 |
Moneyness: |
1.02 |
Premium: |
0.05 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.34 |
Spread %: |
6.97% |
Delta: |
0.67 |
Theta: |
-0.01 |
Omega: |
9.51 |
Rho: |
0.26 |
Quote data
Open: |
4.77 |
High: |
5.06 |
Low: |
4.77 |
Previous Close: |
4.88 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.25% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.17 |
4.88 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.66 |
Avg. volume 1W: |
|
0.00 |
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: |
|
- |