Morgan Stanley Put 75 NDA 20.09.2024
/ DE000MG2RLC0
Morgan Stanley Put 75 NDA 20.09.2.../ DE000MG2RLC0 /
| 7/5/2024 6:20:49 PM |
Chg.-0.26 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.17EUR |
-10.70% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
75.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
MG2RLC |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
4/22/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-30.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.33 |
| Parity: |
-3.90 |
| Time value: |
2.55 |
| Break-even: |
72.45 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.37 |
| Spread %: |
16.97% |
| Delta: |
-0.32 |
| Theta: |
-0.02 |
| Omega: |
-9.83 |
| Rho: |
-0.06 |
Quote data
| Open: |
2.17 |
| High: |
2.17 |
| Low: |
2.12 |
| Previous Close: |
2.43 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.06% |
| 1 Month |
|
|
-41.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.88 |
2.17 |
| 1M High / 1M Low: |
4.32 |
2.17 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
