Morgan Stanley Put 20 NCLH 20.09.2024
/ DE000MG02ZR4
Morgan Stanley Put 20 NCLH 20.09..../ DE000MG02ZR4 /
| 2024-05-15 2:16:46 PM |
Chg.+0.03 |
Bid2:31:03 PM |
Ask2:31:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.20EUR |
+0.72% |
4.18
Bid Size: 1,500 |
4.24
Ask Size: 1,500 |
Norwegian Cruise Lin... |
20.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
MG02ZR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Norwegian Cruise Line Holdings Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.29 |
| Intrinsic value: |
4.05 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.46 |
| Parity: |
4.05 |
| Time value: |
0.23 |
| Break-even: |
14.21 |
| Moneyness: |
1.28 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.23% |
| Delta: |
-0.76 |
| Theta: |
0.00 |
| Omega: |
-2.58 |
| Rho: |
-0.05 |
Quote data
| Open: |
4.20 |
| High: |
4.20 |
| Low: |
4.20 |
| Previous Close: |
4.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.96% |
| 1 Month |
|
|
+28.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.17 |
3.85 |
| 1M High / 1M Low: |
4.17 |
2.41 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
