Morgan Stanley Put 135 DHI 20.12.2024
/ DE000MG4D187
Morgan Stanley Put 135 DHI 20.12..../ DE000MG4D187 /
| 7/10/2024 5:09:24 PM |
Chg.-0.020 |
Bid7:20:55 PM |
Ask7:20:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-5.00% |
0.370
Bid Size: 25,000 |
0.380
Ask Size: 25,000 |
D R Horton Inc |
135.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
MG4D18 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
5/16/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-29.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.28 |
| Parity: |
-0.09 |
| Time value: |
0.42 |
| Break-even: |
120.63 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
2.44% |
| Delta: |
-0.39 |
| Theta: |
-0.01 |
| Omega: |
-11.82 |
| Rho: |
-0.24 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.380 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+11.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.380 |
| 1M High / 1M Low: |
0.420 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.365 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
