Morgan Stanley Put 15 NCLH 21.03.2025
/ DE000MG39S37
Morgan Stanley Put 15 NCLH 21.03..../ DE000MG39S37 /
9/4/2024 4:37:03 PM |
Chg.+0.03 |
Bid7:46:32 PM |
Ask7:46:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.11EUR |
+2.78% |
1.16 Bid Size: 25,000 |
1.19 Ask Size: 25,000 |
Norwegian Cruise Lin... |
15.00 USD |
3/21/2025 |
Put |
Master data
WKN: |
MG39S3 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Norwegian Cruise Line Holdings Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
4/30/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-13.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.91 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.46 |
Parity: |
-2.36 |
Time value: |
1.15 |
Break-even: |
12.43 |
Moneyness: |
0.85 |
Premium: |
0.22 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.05 |
Spread %: |
4.55% |
Delta: |
-0.25 |
Theta: |
0.00 |
Omega: |
-3.53 |
Rho: |
-0.03 |
Quote data
Open: |
1.11 |
High: |
1.14 |
Low: |
1.11 |
Previous Close: |
1.08 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.72% |
1 Month |
|
|
-36.57% |
3 Months |
|
|
-17.16% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.08 |
0.99 |
1M High / 1M Low: |
2.01 |
0.95 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.05 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.44 |
Avg. volume 1M: |
|
6.77 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
129.70% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |