Morgan Stanley Put 90 HEI 19.12.2025
/ DE000MG2F9Z7
Morgan Stanley Put 90 HEI 19.12.2.../ DE000MG2F9Z7 /
11/09/2024 08:19:00 |
Chg.-0.02 |
Bid13:23:05 |
Ask13:23:05 |
Underlying |
Strike price |
Expiration date |
Option type |
1.03EUR |
-1.90% |
1.02 Bid Size: 80,000 |
1.03 Ask Size: 80,000 |
HEIDELBERG MATERIALS... |
90.00 EUR |
19/12/2025 |
Put |
Master data
WKN: |
MG2F9Z |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
HEIDELBERG MATERIALS O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 EUR |
Maturity: |
19/12/2025 |
Issue date: |
16/04/2024 |
Last trading day: |
19/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-8.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.69 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.23 |
Parity: |
-0.07 |
Time value: |
1.05 |
Break-even: |
79.50 |
Moneyness: |
0.99 |
Premium: |
0.12 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
1.94% |
Delta: |
-0.37 |
Theta: |
-0.01 |
Omega: |
-3.22 |
Rho: |
-0.56 |
Quote data
Open: |
1.03 |
High: |
1.03 |
Low: |
1.03 |
Previous Close: |
1.05 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.10% |
1 Month |
|
|
-14.17% |
3 Months |
|
|
-1.90% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.06 |
0.98 |
1M High / 1M Low: |
1.23 |
0.86 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.02 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.00 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
69.73% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |