Morgan Stanley Put 100 SREN 20.12.2024
/ DE000MG06WB6
Morgan Stanley Put 100 SREN 20.12.../ DE000MG06WB6 /
| 11/11/2024 17:04:32 |
Chg.-0.003 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.030EUR |
-9.09% |
-
Bid Size: - |
-
Ask Size: - |
SWISS RE N |
100.00 CHF |
20/12/2024 |
Put |
Master data
| WKN: |
MG06WB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SWISS RE N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
14/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-286.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
-1.95 |
| Time value: |
0.04 |
| Break-even: |
106.11 |
| Moneyness: |
0.85 |
| Premium: |
0.16 |
| Premium p.a.: |
2.95 |
| Spread abs.: |
0.01 |
| Spread %: |
29.41% |
| Delta: |
-0.06 |
| Theta: |
-0.02 |
| Omega: |
-18.59 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.029 |
| High: |
0.030 |
| Low: |
0.029 |
| Previous Close: |
0.033 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.52% |
| 1 Month |
|
|
-63.41% |
| 3 Months |
|
|
-92.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.069 |
0.030 |
| 1M High / 1M Low: |
0.104 |
0.030 |
| 6M High / 6M Low: |
0.690 |
0.030 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.046 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.072 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.207 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
298.07% |
| Volatility 6M: |
|
261.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
