Morgan Stanley Put 500 SLHN 21.03.../  DE000MG2P680  /

Stuttgart
26/07/2024  13:51:53 Chg.-0.005 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
0.060EUR -7.69% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 500.00 CHF 21/03/2025 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: 21/03/2025
Issue date: 19/04/2024
Last trading day: 21/03/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -105.12
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.19
Parity: -1.73
Time value: 0.07
Break-even: 514.60
Moneyness: 0.75
Premium: 0.26
Premium p.a.: 0.42
Spread abs.: 0.01
Spread %: 10.00%
Delta: -0.08
Theta: -0.05
Omega: -8.33
Rho: -0.40
 

Quote data

Open: 0.060
High: 0.060
Low: 0.060
Previous Close: 0.065
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -10.45%
3 Months
  -62.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.065 0.057
1M High / 1M Low: 0.067 0.057
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   76.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -