Morgan Stanley Put 40 VZ 21.03.2025
/ DE000MG45HY7
Morgan Stanley Put 40 VZ 21.03.20.../ DE000MG45HY7 /
2024-06-21 8:55:12 AM |
Chg.0.000 |
Bid9:29:58 AM |
Ask9:29:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
0.00% |
0.290 Bid Size: 10,000 |
0.300 Ask Size: 10,000 |
Verizon Communicatio... |
40.00 USD |
2025-03-21 |
Put |
Master data
WKN: |
MG45HY |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Verizon Communications Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-05-14 |
Last trading day: |
2025-03-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-12.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.22 |
Parity: |
-0.02 |
Time value: |
0.30 |
Break-even: |
34.36 |
Moneyness: |
0.99 |
Premium: |
0.09 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.01 |
Spread %: |
3.45% |
Delta: |
-0.40 |
Theta: |
0.00 |
Omega: |
-4.99 |
Rho: |
-0.13 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.290 |
Previous Close: |
0.290 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.45% |
1 Month |
|
|
+3.57% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.280 |
1M High / 1M Low: |
0.340 |
0.237 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.296 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.283 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.88% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |