Morgan Stanley Call 81 NDA 21.03.2025
/ DE000MG2V3R7
Morgan Stanley Call 81 NDA 21.03..../ DE000MG2V3R7 /
1/24/2025 4:15:16 PM |
Chg.+0.013 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.193EUR |
+7.22% |
- Bid Size: - |
- Ask Size: - |
AURUBIS AG |
81.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
MG2V3R |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
81.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
4/24/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
34.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.37 |
Parity: |
-0.71 |
Time value: |
0.21 |
Break-even: |
83.14 |
Moneyness: |
0.91 |
Premium: |
0.12 |
Premium p.a.: |
1.18 |
Spread abs.: |
0.03 |
Spread %: |
17.58% |
Delta: |
0.31 |
Theta: |
-0.04 |
Omega: |
10.85 |
Rho: |
0.03 |
Quote data
Open: |
0.217 |
High: |
0.222 |
Low: |
0.193 |
Previous Close: |
0.180 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.09% |
1 Month |
|
|
-57.11% |
3 Months |
|
|
-19.58% |
YTD |
|
|
-46.39% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.180 |
1M High / 1M Low: |
0.380 |
0.149 |
6M High / 6M Low: |
0.960 |
0.101 |
High (YTD): |
1/6/2025 |
0.320 |
Low (YTD): |
1/14/2025 |
0.149 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.212 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.237 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.360 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
238.73% |
Volatility 6M: |
|
261.31% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |