Morgan Stanley Put 30 DSY 20.12.2024
/ DE000MG6DUR0
Morgan Stanley Put 30 DSY 20.12.2.../ DE000MG6DUR0 /
| 11/19/2024 10:24:28 AM |
Chg.-0.003 |
Bid3:21:45 PM |
Ask3:21:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.055EUR |
-5.17% |
0.055
Bid Size: 175,000 |
0.069
Ask Size: 175,000 |
Dassault Systemes SE |
30.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
MG6DUR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Dassault Systemes SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
6/21/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-46.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.24 |
| Parity: |
-0.17 |
| Time value: |
0.07 |
| Break-even: |
29.31 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
1.38 |
| Spread abs.: |
0.01 |
| Spread %: |
18.97% |
| Delta: |
-0.28 |
| Theta: |
-0.02 |
| Omega: |
-13.09 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.055 |
| High: |
0.055 |
| Low: |
0.055 |
| Previous Close: |
0.058 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
-38.20% |
| 3 Months |
|
|
-47.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.067 |
0.050 |
| 1M High / 1M Low: |
0.104 |
0.044 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.057 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.067 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
382.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
