Morgan Stanley Put 60 BNR 20.12.2024
/ DE000MG4G3A0
Morgan Stanley Put 60 BNR 20.12.2.../ DE000MG4G3A0 /
| 9/5/2024 11:11:47 AM |
Chg.+0.004 |
Bid11:36:58 AM |
Ask11:36:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
+2.94% |
0.140
Bid Size: 125,000 |
0.148
Ask Size: 125,000 |
BRENNTAG SE NA O.N. |
60.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
MG4G3A |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
5/20/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-44.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
-0.67 |
| Time value: |
0.15 |
| Break-even: |
58.49 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.02 |
| Spread %: |
11.85% |
| Delta: |
-0.22 |
| Theta: |
-0.01 |
| Omega: |
-9.63 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.136 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.19% |
| 1 Month |
|
|
-38.05% |
| 3 Months |
|
|
-39.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.137 |
0.131 |
| 1M High / 1M Low: |
0.250 |
0.131 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.135 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.187 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
