Morgan Stanley Call 11 NDX1 21.03.2025
/ DE000MG5XDP0
Morgan Stanley Call 11 NDX1 21.03.../ DE000MG5XDP0 /
| 1/10/2025 11:48:11 AM |
Chg.+0.030 |
Bid1:09:14 PM |
Ask1:09:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
+4.84% |
0.650
Bid Size: 15,000 |
0.670
Ask Size: 15,000 |
NORDEX SE O.N. |
11.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
MG5XDP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/14/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
16.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.40 |
| Parity: |
0.19 |
| Time value: |
0.47 |
| Break-even: |
11.66 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.04 |
| Spread %: |
6.45% |
| Delta: |
0.60 |
| Theta: |
0.00 |
| Omega: |
10.15 |
| Rho: |
0.01 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.96% |
| 1 Month |
|
|
-1.52% |
| 3 Months |
|
|
-22.62% |
| YTD |
|
|
+3.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.610 |
| 1M High / 1M Low: |
0.760 |
0.610 |
| 6M High / 6M Low: |
0.970 |
0.610 |
| High (YTD): |
1/6/2025 |
0.760 |
| Low (YTD): |
1/8/2025 |
0.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.692 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.674 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.828 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.59% |
| Volatility 6M: |
|
66.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |