Morgan Stanley Put 300 2FE 21.03..../  DE000MG60Z55  /

Stuttgart
2024-07-12  9:26:37 PM Chg.-0.060 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.450EUR -11.76% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 300.00 EUR 2025-03-21 Put
 

Master data

WKN: MG60Z5
Issuer: Morgan Stanley
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Put
Strike price: 300.00 EUR
Maturity: 2025-03-21
Issue date: 2024-06-17
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: -73.33
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: -9.60
Time value: 0.54
Break-even: 294.60
Moneyness: 0.76
Premium: 0.26
Premium p.a.: 0.39
Spread abs.: 0.03
Spread %: 5.88%
Delta: -0.10
Theta: -0.03
Omega: -7.24
Rho: -0.31
 

Quote data

Open: 0.480
High: 0.480
Low: 0.450
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.16%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.410
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.458
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -