Morgan Stanley Put 20 BHP 20.12.2024
/ DE000MG5CZN2
Morgan Stanley Put 20 BHP 20.12.2.../ DE000MG5CZN2 /
| 12/08/2024 11:27:14 |
Chg.+0.004 |
Bid17:30:01 |
Ask17:30:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.136EUR |
+3.03% |
-
Bid Size: - |
-
Ask Size: - |
Bhp Group Limited OR... |
20.00 GBP |
20/12/2024 |
Put |
Master data
| WKN: |
MG5CZN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bhp Group Limited ORD NPV (DI) |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 GBP |
| Maturity: |
20/12/2024 |
| Issue date: |
06/06/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.23 |
| Parity: |
-0.13 |
| Time value: |
0.14 |
| Break-even: |
21.95 |
| Moneyness: |
0.95 |
| Premium: |
0.11 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.00 |
| Spread %: |
2.90% |
| Delta: |
-0.34 |
| Theta: |
-0.01 |
| Omega: |
-5.89 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.136 |
| High: |
0.136 |
| Low: |
0.136 |
| Previous Close: |
0.132 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.39% |
| 1 Month |
|
|
+67.90% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.173 |
0.132 |
| 1M High / 1M Low: |
0.173 |
0.077 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.146 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.118 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
