Morgan Stanley Put 10000 LISP 20.12.2024
/ DE000MG3SQ95
Morgan Stanley Put 10000 LISP 20..../ DE000MG3SQ95 /
2024-09-25 3:51:04 PM |
Chg.-0.017 |
Bid5:20:00 PM |
Ask5:20:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.141EUR |
-10.76% |
- Bid Size: - |
- Ask Size: - |
LINDT PS |
10,000.00 CHF |
2024-12-20 |
Put |
Master data
WKN: |
MG3SQ9 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
LINDT PS |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
10,000.00 CHF |
Maturity: |
2024-12-20 |
Issue date: |
2024-05-08 |
Last trading day: |
2024-12-20 |
Ratio: |
1000:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-59.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.23 |
Parity: |
-1.04 |
Time value: |
0.20 |
Break-even: |
10,409.80 |
Moneyness: |
0.91 |
Premium: |
0.11 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.04 |
Spread %: |
26.28% |
Delta: |
-0.21 |
Theta: |
-2.39 |
Omega: |
-12.23 |
Rho: |
-6.14 |
Quote data
Open: |
0.146 |
High: |
0.146 |
Low: |
0.141 |
Previous Close: |
0.158 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.54% |
1 Month |
|
|
-38.70% |
3 Months |
|
|
-60.83% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.202 |
0.158 |
1M High / 1M Low: |
0.250 |
0.158 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.171 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.196 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
152.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |