Morgan Stanley Put 120 DHI 20.12.2024
/ DE000MG4D1G4
Morgan Stanley Put 120 DHI 20.12..../ DE000MG4D1G4 /
| 10/07/2024 10:58:01 |
Chg.+0.008 |
Bid16:05:29 |
Ask16:05:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+3.31% |
0.228
Bid Size: 25,000 |
0.238
Ask Size: 25,000 |
D R Horton Inc |
120.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
MG4D1G |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
16/05/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-48.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.28 |
| Parity: |
-1.48 |
| Time value: |
0.26 |
| Break-even: |
108.36 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
8.33% |
| Delta: |
-0.19 |
| Theta: |
-0.02 |
| Omega: |
-9.23 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.242 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.70% |
| 1 Month |
|
|
+16.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.230 |
| 1M High / 1M Low: |
0.250 |
0.188 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.222 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
