Morgan Stanley Put 250 MDGL 20.09.2024
/ DE000ME9GBG2
Morgan Stanley Put 250 MDGL 20.09.../ DE000ME9GBG2 /
| 06/06/2024 11:38:42 |
Chg.-0.050 |
Bid12:29:13 |
Ask12:29:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-7.35% |
0.630
Bid Size: 5,000 |
0.720
Ask Size: 5,000 |
Madrigal Pharmaceuti... |
250.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
ME9GBG |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Madrigal Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
01/03/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
50:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.56 |
| Parity: |
0.26 |
| Time value: |
0.48 |
| Break-even: |
192.91 |
| Moneyness: |
1.06 |
| Premium: |
0.11 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.09 |
| Spread %: |
13.85% |
| Delta: |
-0.48 |
| Theta: |
-0.13 |
| Omega: |
-2.82 |
| Rho: |
-0.41 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
-11.27% |
| 3 Months |
|
|
-37.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.570 |
| 1M High / 1M Low: |
1.050 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.666 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.798 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
