Morgan Stanley Call 95 NDA 20.12.2024
/ DE000MG3HPZ1
Morgan Stanley Call 95 NDA 20.12..../ DE000MG3HPZ1 /
| 2024-05-27 6:28:40 PM |
Chg.+0.11 |
Bid9:10:57 PM |
Ask9:10:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
+8.59% |
1.38
Bid Size: 500 |
1.73
Ask Size: 500 |
AURUBIS AG |
95.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
MG3HPZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-02 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
46.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.33 |
| Parity: |
-20.15 |
| Time value: |
1.62 |
| Break-even: |
96.62 |
| Moneyness: |
0.79 |
| Premium: |
0.29 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.34 |
| Spread %: |
26.56% |
| Delta: |
0.19 |
| Theta: |
-0.01 |
| Omega: |
8.97 |
| Rho: |
0.07 |
Quote data
| Open: |
1.31 |
| High: |
1.39 |
| Low: |
1.31 |
| Previous Close: |
1.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.60% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.92 |
1.26 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.49 |
| 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: |
|
- |
