Morgan Stanley Put 20 NCLH 20.12.2024
/ DE000MG02ZS2
Morgan Stanley Put 20 NCLH 20.12..../ DE000MG02ZS2 /
10/06/2024 18:54:25 |
Chg.+0.08 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
3.29EUR |
+2.49% |
- Bid Size: - |
- Ask Size: - |
Norwegian Cruise Lin... |
20.00 USD |
20/12/2024 |
Put |
Master data
WKN: |
MG02ZS |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Norwegian Cruise Line Holdings Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
12/03/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.85 |
Intrinsic value: |
2.30 |
Implied volatility: |
0.41 |
Historic volatility: |
0.56 |
Parity: |
2.30 |
Time value: |
0.85 |
Break-even: |
15.40 |
Moneyness: |
1.14 |
Premium: |
0.05 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
0.64% |
Delta: |
-0.59 |
Theta: |
0.00 |
Omega: |
-3.05 |
Rho: |
-0.07 |
Quote data
Open: |
3.11 |
High: |
3.29 |
Low: |
3.11 |
Previous Close: |
3.21 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.11% |
1 Month |
|
|
-23.31% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.29 |
2.85 |
1M High / 1M Low: |
4.45 |
2.85 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.10 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.87 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
118.26% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |