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

Stuttgart
07/10/2024  14:37:58 Chg.-0.002 Bid16:48:57 Ask16:48:57 Underlying Strike price Expiration date Option type
0.038EUR -5.00% 0.040
Bid Size: 80,000
0.045
Ask Size: 80,000
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: -163.60
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.19
Parity: -2.05
Time value: 0.05
Break-even: 526.30
Moneyness: 0.72
Premium: 0.29
Premium p.a.: 0.74
Spread abs.: 0.01
Spread %: 12.50%
Delta: -0.06
Theta: -0.05
Omega: -9.21
Rho: -0.21
 

Quote data

Open: 0.038
High: 0.038
Low: 0.038
Previous Close: 0.040
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.56%
1 Month
  -26.92%
3 Months
  -39.68%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.047 0.040
1M High / 1M Low: 0.053 0.040
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.043
Avg. volume 1W:   0.000
Avg. price 1M:   0.047
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -