Morgan Stanley Put 55 NDA 20.12.2024
/ DE000MG3RVB9
Morgan Stanley Put 55 NDA 20.12.2.../ DE000MG3RVB9 /
| 7/30/2024 3:08:58 PM |
Chg.+0.019 |
Bid4:54:23 PM |
Ask4:54:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.156EUR |
+13.87% |
0.152
Bid Size: 25,000 |
0.177
Ask Size: 25,000 |
AURUBIS AG |
55.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
MG3RVB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
5/7/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-43.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.32 |
| Parity: |
-1.67 |
| Time value: |
0.17 |
| Break-even: |
53.34 |
| Moneyness: |
0.77 |
| Premium: |
0.26 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.03 |
| Spread %: |
21.17% |
| Delta: |
-0.14 |
| Theta: |
-0.01 |
| Omega: |
-5.88 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.145 |
| High: |
0.156 |
| Low: |
0.145 |
| Previous Close: |
0.137 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.59% |
| 1 Month |
|
|
-9.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.167 |
0.136 |
| 1M High / 1M Low: |
0.167 |
0.124 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.146 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.140 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
