Morgan Stanley Put 70 NDA 20.12.2024
/ DE000MG2V1P5
Morgan Stanley Put 70 NDA 20.12.2.../ DE000MG2V1P5 /
7/30/2024 6:46:05 PM |
Chg.+0.13 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.98EUR |
+7.03% |
- Bid Size: - |
- Ask Size: - |
AURUBIS AG |
70.00 EUR |
12/20/2024 |
Put |
Master data
WKN: |
MG2V1P |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
4/24/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-32.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.40 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.32 |
Parity: |
-1.70 |
Time value: |
2.22 |
Break-even: |
67.78 |
Moneyness: |
0.98 |
Premium: |
0.05 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.37 |
Spread %: |
20.00% |
Delta: |
-0.35 |
Theta: |
-0.01 |
Omega: |
-11.42 |
Rho: |
-0.11 |
Quote data
Open: |
2.08 |
High: |
2.15 |
Low: |
1.98 |
Previous Close: |
1.85 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.71% |
1 Month |
|
|
+7.61% |
3 Months |
|
|
+10.61% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.10 |
1.85 |
1M High / 1M Low: |
2.10 |
1.24 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.94 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.56 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |