Morgan Stanley Put 35 VanEck Juni.../  DE000MG4CWM4  /

Stuttgart
2024-11-13  5:58:54 PM Chg.+0.060 Bid8:36:08 PM Ask8:36:08 PM Underlying Strike price Expiration date Option type
0.810EUR +8.00% 0.790
Bid Size: 20,000
0.800
Ask Size: 20,000
- 35.00 - 2025-03-21 Put
 

Master data

WKN: MG4CWM
Issuer: Morgan Stanley
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 35.00 -
Maturity: 2025-03-21
Issue date: 2024-05-16
Last trading day: 2025-03-21
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: -52.82
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.33
Parity: -8.31
Time value: 0.82
Break-even: 34.18
Moneyness: 0.81
Premium: 0.21
Premium p.a.: 0.73
Spread abs.: 0.08
Spread %: 10.81%
Delta: -0.14
Theta: -0.01
Omega: -7.49
Rho: -0.02
 

Quote data

Open: 0.730
High: 0.810
Low: 0.730
Previous Close: 0.750
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.29%
1 Month  
+19.12%
3 Months
  -43.36%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.590
1M High / 1M Low: 0.750 0.520
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.666
Avg. volume 1W:   0.000
Avg. price 1M:   0.599
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -