Morgan Stanley Put 400 Orsted A/S 21.03.2025
/ DE000MG2RMJ3
Morgan Stanley Put 400 Orsted A/S.../ DE000MG2RMJ3 /
7/25/2024 2:43:03 PM |
Chg.+0.010 |
Bid5:15:49 PM |
Ask5:15:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.930EUR |
+1.09% |
0.910 Bid Size: 3,750 |
0.970 Ask Size: 3,750 |
- |
400.00 DKK |
3/21/2025 |
Put |
Master data
WKN: |
MG2RMJ |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
400.00 DKK |
Maturity: |
3/21/2025 |
Issue date: |
4/22/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.92 |
Intrinsic value: |
0.13 |
Implied volatility: |
0.59 |
Historic volatility: |
0.55 |
Parity: |
0.13 |
Time value: |
0.86 |
Break-even: |
43.70 |
Moneyness: |
1.02 |
Premium: |
0.16 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.06 |
Spread %: |
6.45% |
Delta: |
-0.41 |
Theta: |
-0.02 |
Omega: |
-2.15 |
Rho: |
-0.20 |
Quote data
Open: |
0.930 |
High: |
0.930 |
Low: |
0.930 |
Previous Close: |
0.920 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.11% |
1 Month |
|
|
-12.26% |
3 Months |
|
|
-27.91% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.970 |
0.920 |
1M High / 1M Low: |
1.150 |
0.860 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.950 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.992 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
96.01% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |