Morgan Stanley Put 25 LXS 20.06.2025
/ DE000MG84ZH3
Morgan Stanley Put 25 LXS 20.06.2.../ DE000MG84ZH3 /
| 14/11/2024 11:18:26 |
Chg.+0.020 |
Bid11:50:07 |
Ask11:50:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+5.13% |
0.400
Bid Size: 200,000 |
0.410
Ask Size: 200,000 |
LANXESS AG |
25.00 EUR |
20/06/2025 |
Put |
Master data
| WKN: |
MG84ZH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
26/07/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.37 |
| Parity: |
0.24 |
| Time value: |
0.17 |
| Break-even: |
20.90 |
| Moneyness: |
1.11 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
5.13% |
| Delta: |
-0.54 |
| Theta: |
-0.01 |
| Omega: |
-2.97 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.26% |
| 1 Month |
|
|
+88.94% |
| 3 Months |
|
|
-4.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.310 |
| 1M High / 1M Low: |
0.390 |
0.194 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.257 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
