Morgan Stanley Put 55 NDA 21.03.2025
/ DE000MG3RVA1
Morgan Stanley Put 55 NDA 21.03.2.../ DE000MG3RVA1 /
9/25/2024 8:52:43 AM |
Chg.+0.010 |
Bid9:21:43 AM |
Ask9:21:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
+3.33% |
0.320 Bid Size: 50,000 |
0.350 Ask Size: 50,000 |
AURUBIS AG |
55.00 EUR |
3/21/2025 |
Put |
Master data
WKN: |
MG3RVA |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
55.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
5/7/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-18.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.34 |
Parity: |
-0.80 |
Time value: |
0.34 |
Break-even: |
51.60 |
Moneyness: |
0.87 |
Premium: |
0.18 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.04 |
Spread %: |
13.33% |
Delta: |
-0.26 |
Theta: |
-0.02 |
Omega: |
-4.73 |
Rho: |
-0.10 |
Quote data
Open: |
0.310 |
High: |
0.310 |
Low: |
0.310 |
Previous Close: |
0.300 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+60.62% |
1 Month |
|
|
+29.17% |
3 Months |
|
|
+34.78% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.300 |
0.162 |
1M High / 1M Low: |
0.300 |
0.162 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.223 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.227 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
267.16% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |