Morgan Stanley Put 500 SLHN 21.03.2025
/ DE000MG2P680
Morgan Stanley Put 500 SLHN 21.03.../ DE000MG2P680 /
| 6/26/2024 4:47:41 PM |
Chg.- |
Bid12:09:00 PM |
Ask12:09:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.071EUR |
- |
0.069
Bid Size: 80,000 |
0.075
Ask Size: 80,000 |
SWISS LIFE HOLDING A... |
500.00 CHF |
3/21/2025 |
Put |
Master data
| WKN: |
MG2P68 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
4/19/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-87.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
-1.56 |
| Time value: |
0.08 |
| Break-even: |
513.96 |
| Moneyness: |
0.77 |
| Premium: |
0.24 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
8.45% |
| Delta: |
-0.09 |
| Theta: |
-0.04 |
| Omega: |
-8.13 |
| Rho: |
-0.51 |
Quote data
| Open: |
0.071 |
| High: |
0.071 |
| Low: |
0.071 |
| Previous Close: |
0.073 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.25% |
| 1 Month |
|
|
-22.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.071 |
| 1M High / 1M Low: |
0.110 |
0.071 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.094 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
