Morgan Stanley Put 215 Technology Select Sector SPDR Fund 20.09.2024
/ DE000MG0B4H2
Morgan Stanley Put 215 Technology.../ DE000MG0B4H2 /
| 7/29/2024 4:35:48 PM |
Chg.-0.009 |
Bid5:42:17 PM |
Ask5:42:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.225EUR |
-3.85% |
0.239
Bid Size: 50,000 |
0.241
Ask Size: 50,000 |
- |
215.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
MG0B4H |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
215.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
3/15/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-85.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.17 |
| Parity: |
-0.12 |
| Time value: |
0.23 |
| Break-even: |
195.76 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.00 |
| Spread %: |
1.30% |
| Delta: |
-0.39 |
| Theta: |
-0.02 |
| Omega: |
-32.91 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.224 |
| High: |
0.225 |
| Low: |
0.224 |
| Previous Close: |
0.234 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.36% |
| 1 Month |
|
|
+23.63% |
| 3 Months |
|
|
-27.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.239 |
0.165 |
| 1M High / 1M Low: |
0.239 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.208 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.173 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
