Morgan Stanley Put 50 AAP 17.01.2025
/ DE000MG5TEH3
Morgan Stanley Put 50 AAP 17.01.2.../ DE000MG5TEH3 /
| 14/11/2024 18:06:47 |
Chg.-0.080 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
-7.62% |
-
Bid Size: - |
-
Ask Size: - |
Advance Auto Parts |
50.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
MG5TEH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
13/06/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.42 |
| Parity: |
0.86 |
| Time value: |
0.22 |
| Break-even: |
36.52 |
| Moneyness: |
1.22 |
| Premium: |
0.06 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.01 |
| Spread %: |
0.93% |
| Delta: |
-0.66 |
| Theta: |
-0.03 |
| Omega: |
-2.37 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.970 |
| Previous Close: |
1.050 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.80% |
| 1 Month |
|
|
-16.38% |
| 3 Months |
|
|
+155.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
1.05 |
| 1M High / 1M Low: |
1.42 |
1.05 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
