Morgan Stanley Put 40 WAF 19.09.2025
/ DE000MJ4AAP4
Morgan Stanley Put 40 WAF 19.09.2.../ DE000MJ4AAP4 /
| 2025-01-15 1:15:14 PM |
Chg.0.000 |
Bid2025-01-15 |
Ask2025-01-15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
0.00% |
0.510
Bid Size: 40,000 |
0.560
Ask Size: 40,000 |
SILTRONIC AG NA O.N. |
40.00 EUR |
2025-09-19 |
Put |
Master data
| WKN: |
MJ4AAP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SILTRONIC AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-11-06 |
| Last trading day: |
2025-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.30 |
| Parity: |
-0.25 |
| Time value: |
0.59 |
| Break-even: |
34.10 |
| Moneyness: |
0.94 |
| Premium: |
0.20 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.06 |
| Spread %: |
11.32% |
| Delta: |
-0.34 |
| Theta: |
-0.01 |
| Omega: |
-2.47 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.510 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.00% |
| 1 Month |
|
|
+30.77% |
| 3 Months |
|
|
- |
| YTD |
|
|
+15.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.440 |
| 1M High / 1M Low: |
0.510 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2025-01-14 |
0.510 |
| Low (YTD): |
2025-01-10 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.452 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
