Morgan Stanley Put 70 NDA 21.03.2025
/ DE000MG2F3X5
Morgan Stanley Put 70 NDA 21.03.2.../ DE000MG2F3X5 /
9/6/2024 6:15:35 PM |
Chg.+0.030 |
Bid10:05:01 PM |
Ask10:05:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.780EUR |
+4.00% |
- Bid Size: - |
- Ask Size: - |
AURUBIS AG |
70.00 EUR |
3/21/2025 |
Put |
Master data
WKN: |
MG2F3X |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
4/16/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-8.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.71 |
Intrinsic value: |
0.27 |
Implied volatility: |
0.35 |
Historic volatility: |
0.32 |
Parity: |
0.27 |
Time value: |
0.51 |
Break-even: |
62.30 |
Moneyness: |
1.04 |
Premium: |
0.07 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.04 |
Spread %: |
5.48% |
Delta: |
-0.48 |
Theta: |
-0.01 |
Omega: |
-4.18 |
Rho: |
-0.21 |
Quote data
Open: |
0.740 |
High: |
0.780 |
Low: |
0.740 |
Previous Close: |
0.750 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.86% |
1 Month |
|
|
-25.71% |
3 Months |
|
|
+13.04% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.820 |
0.710 |
1M High / 1M Low: |
1.050 |
0.690 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.768 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.831 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
80.34% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |