Morgan Stanley Put 135 DHI 20.09.2024
/ DE000MG4D195
Morgan Stanley Put 135 DHI 20.09..../ DE000MG4D195 /
| 12/07/2024 10:50:24 |
Chg.-0.028 |
Bid16:05:43 |
Ask16:05:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.172EUR |
-14.00% |
0.155
Bid Size: 25,000 |
0.164
Ask Size: 25,000 |
D R Horton Inc |
135.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
MG4D19 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
16/05/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-69.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.28 |
| Parity: |
-1.35 |
| Time value: |
0.20 |
| Break-even: |
122.18 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.01 |
| Spread %: |
4.23% |
| Delta: |
-0.18 |
| Theta: |
-0.03 |
| Omega: |
-12.92 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.172 |
| High: |
0.172 |
| Low: |
0.172 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-54.74% |
| 1 Month |
|
|
-31.20% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.200 |
| 1M High / 1M Low: |
0.390 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.330 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.317 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
