Morgan Stanley Put 100 RVTY 21.03.2025
/ DE000MG10HS3
Morgan Stanley Put 100 RVTY 21.03.../ DE000MG10HS3 /
| 10/06/2024 17:44:22 |
Chg.+0.050 |
Bid19:27:19 |
Ask19:27:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
+8.33% |
0.660
Bid Size: 40,000 |
0.720
Ask Size: 40,000 |
Revvity Inc |
100.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
MG10HS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Revvity Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
28/03/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
-1.01 |
| Time value: |
0.66 |
| Break-even: |
86.17 |
| Moneyness: |
0.90 |
| Premium: |
0.16 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.06 |
| Spread %: |
10.00% |
| Delta: |
-0.28 |
| Theta: |
-0.02 |
| Omega: |
-4.37 |
| Rho: |
-0.28 |
Quote data
| Open: |
0.600 |
| High: |
0.650 |
| Low: |
0.600 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.80% |
| 1 Month |
|
|
-12.16% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.600 |
| 1M High / 1M Low: |
0.740 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.642 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.611 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
