Morgan Stanley Put 10000 LISP 20.12.2024
/ DE000MG3SQ95
Morgan Stanley Put 10000 LISP 20..../ DE000MG3SQ95 /
2024-09-24 3:45:04 PM |
Chg.-0.003 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.158EUR |
-1.86% |
- 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: |
-55.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.23 |
Parity: |
-0.95 |
Time value: |
0.21 |
Break-even: |
10,409.83 |
Moneyness: |
0.92 |
Premium: |
0.10 |
Premium p.a.: |
0.49 |
Spread abs.: |
0.04 |
Spread %: |
24.40% |
Delta: |
-0.22 |
Theta: |
-2.38 |
Omega: |
-12.21 |
Rho: |
-6.58 |
Quote data
Open: |
0.151 |
High: |
0.158 |
Low: |
0.151 |
Previous Close: |
0.161 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.86% |
1 Month |
|
|
-31.30% |
3 Months |
|
|
-45.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.202 |
0.161 |
1M High / 1M Low: |
0.250 |
0.161 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.172 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.198 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
156.12% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |