Morgan Stanley Put 30 SDZXF 20.12.../  DE000MG2UKZ7  /

Stuttgart
10/28/2024  12:16:49 PM Chg.- Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.068EUR - -
Bid Size: -
-
Ask Size: -
Sandoz Group AG 30.00 - 12/20/2024 Put
 

Master data

WKN: MG2UKZ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Sandoz Group AG
Type: Warrant
Option type: Put
Strike price: 30.00 -
Maturity: 12/20/2024
Issue date: 4/23/2024
Last trading day: 10/29/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -57.57
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.01
Historic volatility: 0.31
Parity: -1.32
Time value: 0.08
Break-even: 29.25
Moneyness: 0.69
Premium: 0.32
Premium p.a.: 13.67
Spread abs.: 0.00
Spread %: 5.63%
Delta: -0.10
Theta: -0.03
Omega: -5.65
Rho: -0.01
 

Quote data

Open: 0.068
High: 0.068
Low: 0.068
Previous Close: 0.069
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -8.11%
3 Months
  -40.35%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.075 0.068
6M High / 6M Low: 0.280 0.068
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.071
Avg. volume 1M:   0.000
Avg. price 6M:   0.148
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   47.92%
Volatility 6M:   134.15%
Volatility 1Y:   -
Volatility 3Y:   -