Morgan Stanley Put 70 NDA 20.12.2024
/ DE000MG2F3Y3
Morgan Stanley Put 70 NDA 20.12.2.../ DE000MG2F3Y3 /
| 2024-07-30 5:29:47 PM |
Chg.+0.050 |
Bid5:36:20 PM |
Ask5:36:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+10.20% |
0.550
Bid Size: 5,000 |
0.580
Ask Size: 5,000 |
AURUBIS AG |
70.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
MG2F3Y |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.32 |
| Parity: |
-0.17 |
| Time value: |
0.53 |
| Break-even: |
64.70 |
| Moneyness: |
0.98 |
| Premium: |
0.10 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.03 |
| Spread %: |
6.00% |
| Delta: |
-0.39 |
| Theta: |
-0.02 |
| Omega: |
-5.27 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.530 |
| High: |
0.560 |
| Low: |
0.530 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.26% |
| 1 Month |
|
|
+5.88% |
| 3 Months |
|
|
+5.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.490 |
| 1M High / 1M Low: |
0.570 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.522 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.418 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
