Morgan Stanley Put 50 ABBN 21.03..../  DE000MG57UB3  /

Stuttgart
2024-12-20  3:38:52 PM Chg.+0.040 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.330EUR +13.79% -
Bid Size: -
-
Ask Size: -
ABB LTD N 50.00 CHF 2025-03-21 Put
 

Master data

WKN: MG57UB
Issuer: Morgan Stanley
Currency: EUR
Underlying: ABB LTD N
Type: Warrant
Option type: Put
Strike price: 50.00 CHF
Maturity: 2025-03-21
Issue date: 2024-06-04
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -16.87
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.14
Implied volatility: 0.25
Historic volatility: 0.21
Parity: 0.14
Time value: 0.17
Break-even: 50.58
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 3.33%
Delta: -0.54
Theta: -0.01
Omega: -9.09
Rho: -0.08
 

Quote data

Open: 0.340
High: 0.340
Low: 0.330
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+92.98%
1 Month  
+22.22%
3 Months
  -23.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.165
1M High / 1M Low: 0.330 0.156
6M High / 6M Low: 0.790 0.156
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.223
Avg. volume 1W:   0.000
Avg. price 1M:   0.221
Avg. volume 1M:   0.000
Avg. price 6M:   0.370
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   303.69%
Volatility 6M:   211.54%
Volatility 1Y:   -
Volatility 3Y:   -