Morgan Stanley Put 40 QIA 20.12.2024
/ DE000MG3RSA7
Morgan Stanley Put 40 QIA 20.12.2.../ DE000MG3RSA7 /
08/10/2024 14:53:20 |
Chg.-0.02 |
Bid15:17:13 |
Ask15:17:13 |
Underlying |
Strike price |
Expiration date |
Option type |
1.65EUR |
-1.20% |
1.63 Bid Size: 10,000 |
1.68 Ask Size: 10,000 |
QIAGEN NV |
40.00 EUR |
20/12/2024 |
Put |
Master data
WKN: |
MG3RSA |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
QIAGEN NV |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
07/05/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-22.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.87 |
Intrinsic value: |
0.66 |
Implied volatility: |
0.22 |
Historic volatility: |
0.24 |
Parity: |
0.66 |
Time value: |
1.11 |
Break-even: |
38.23 |
Moneyness: |
1.02 |
Premium: |
0.03 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.09 |
Spread %: |
5.36% |
Delta: |
-0.52 |
Theta: |
-0.01 |
Omega: |
-11.58 |
Rho: |
-0.04 |
Quote data
Open: |
1.72 |
High: |
1.72 |
Low: |
1.65 |
Previous Close: |
1.67 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+23.13% |
1 Month |
|
|
-9.34% |
3 Months |
|
|
-39.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.71 |
1.34 |
1M High / 1M Low: |
1.73 |
1.21 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.58 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.45 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
129.02% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |