Morgan Stanley Put 70 NDA 20.09.2024
/ DE000MG2V1N0
Morgan Stanley Put 70 NDA 20.09.2.../ DE000MG2V1N0 /
9/5/2024 3:22:36 PM |
Chg.-0.65 |
Bid5:26:07 PM |
Ask5:26:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.21EUR |
-22.73% |
2.16 Bid Size: 5,000 |
2.79 Ask Size: 5,000 |
AURUBIS AG |
70.00 EUR |
9/20/2024 |
Put |
Master data
WKN: |
MG2V1N |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
4/24/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-18.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.13 |
Intrinsic value: |
3.70 |
Implied volatility: |
0.14 |
Historic volatility: |
0.32 |
Parity: |
3.70 |
Time value: |
-0.08 |
Break-even: |
66.38 |
Moneyness: |
1.06 |
Premium: |
0.00 |
Premium p.a.: |
-0.03 |
Spread abs.: |
0.76 |
Spread %: |
26.57% |
Delta: |
-0.97 |
Theta: |
0.00 |
Omega: |
-17.75 |
Rho: |
-0.03 |
Quote data
Open: |
3.07 |
High: |
3.07 |
Low: |
2.21 |
Previous Close: |
2.86 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.31% |
1 Month |
|
|
-36.68% |
3 Months |
|
|
+53.47% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.86 |
1.86 |
1M High / 1M Low: |
3.69 |
1.86 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.37 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.85 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
239.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |