Morgan Stanley Put 145 DHI 20.09..../  DE000MG4D138  /

Stuttgart
2024-06-28  8:56:21 PM Chg.+0.010 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.470EUR +2.17% -
Bid Size: -
-
Ask Size: -
D R Horton Inc 145.00 USD 2024-09-20 Put
 

Master data

WKN: MG4D13
Issuer: Morgan Stanley
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Put
Strike price: 145.00 USD
Maturity: 2024-09-20
Issue date: 2024-05-16
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: -27.40
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.38
Implied volatility: 0.13
Historic volatility: 0.28
Parity: 0.38
Time value: 0.10
Break-even: 130.54
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 2.13%
Delta: -0.62
Theta: -0.01
Omega: -16.87
Rho: -0.19
 

Quote data

Open: 0.440
High: 0.470
Low: 0.440
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.44%
1 Month  
+11.90%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.400
1M High / 1M Low: 0.490 0.340
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.454
Avg. volume 1W:   0.000
Avg. price 1M:   0.431
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -