Morgan Stanley Put 80 EVD 20.12.2024
/ DE000MG2FAD6
Morgan Stanley Put 80 EVD 20.12.2.../ DE000MG2FAD6 /
18/09/2024 08:17:29 |
Chg.-0.010 |
Bid11:30:54 |
Ask11:30:54 |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
-3.13% |
0.290 Bid Size: 50,000 |
0.340 Ask Size: 50,000 |
CTS EVENTIM KGAA |
80.00 - |
20/12/2024 |
Put |
Master data
WKN: |
MG2FAD |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
CTS EVENTIM KGAA |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 - |
Maturity: |
20/12/2024 |
Issue date: |
16/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-23.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.27 |
Parity: |
-0.57 |
Time value: |
0.36 |
Break-even: |
76.40 |
Moneyness: |
0.93 |
Premium: |
0.11 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.04 |
Spread %: |
12.50% |
Delta: |
-0.31 |
Theta: |
-0.03 |
Omega: |
-7.35 |
Rho: |
-0.08 |
Quote data
Open: |
0.310 |
High: |
0.310 |
Low: |
0.310 |
Previous Close: |
0.320 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.81% |
1 Month |
|
|
-42.59% |
3 Months |
|
|
-53.73% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.270 |
1M High / 1M Low: |
0.490 |
0.270 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.298 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.335 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
252.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |