Morgan Stanley Put 40 QIA 21.03.2025
/ DE000MG0S0W0
Morgan Stanley Put 40 QIA 21.03.2.../ DE000MG0S0W0 /
2024-09-23 6:27:37 PM |
Chg.- |
Bid11:32:03 AM |
Ask11:32:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
- |
0.320 Bid Size: 200,000 |
0.330 Ask Size: 200,000 |
QIAGEN NV |
40.00 EUR |
2025-03-21 |
Put |
Master data
WKN: |
MG0S0W |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
QIAGEN NV |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-03-25 |
Last trading day: |
2025-03-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-11.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.24 |
Parity: |
-0.03 |
Time value: |
0.34 |
Break-even: |
36.60 |
Moneyness: |
0.99 |
Premium: |
0.09 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.02 |
Spread %: |
6.25% |
Delta: |
-0.41 |
Theta: |
-0.01 |
Omega: |
-4.91 |
Rho: |
-0.10 |
Quote data
Open: |
0.310 |
High: |
0.310 |
Low: |
0.310 |
Previous Close: |
0.310 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+19.23% |
1 Month |
|
|
-3.13% |
3 Months |
|
|
-18.42% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.260 |
1M High / 1M Low: |
0.370 |
0.260 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.284 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.310 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.35% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |