Morgan Stanley Put 70 NDA 20.09.2024
/ DE000MG2F3Z0
Morgan Stanley Put 70 NDA 20.09.2.../ DE000MG2F3Z0 /
9/3/2024 6:17:05 PM |
Chg.+0.110 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
+39.29% |
- Bid Size: - |
- Ask Size: - |
AURUBIS AG |
70.00 EUR |
9/20/2024 |
Put |
Master data
WKN: |
MG2F3Z |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
4/16/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-22.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.16 |
Implied volatility: |
0.38 |
Historic volatility: |
0.32 |
Parity: |
0.16 |
Time value: |
0.15 |
Break-even: |
66.90 |
Moneyness: |
1.02 |
Premium: |
0.02 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.03 |
Spread %: |
10.71% |
Delta: |
-0.59 |
Theta: |
-0.06 |
Omega: |
-12.93 |
Rho: |
-0.02 |
Quote data
Open: |
0.270 |
High: |
0.430 |
Low: |
0.270 |
Previous Close: |
0.280 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+39.29% |
1 Month |
|
|
+8.33% |
3 Months |
|
|
+30.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.280 |
1M High / 1M Low: |
0.890 |
0.280 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.316 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.521 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
174.20% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |