Morgan Stanley Put 60 NDA 21.03.2025
/ DE000MG0S0Q2
Morgan Stanley Put 60 NDA 21.03.2.../ DE000MG0S0Q2 /
| 9/25/2024 12:53:27 PM |
Chg.+0.020 |
Bid1:02:04 PM |
Ask1:02:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+4.26% |
0.490
Bid Size: 50,000 |
0.520
Ask Size: 50,000 |
AURUBIS AG |
60.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
MG0S0Q |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
3/25/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.34 |
| Parity: |
-0.22 |
| Time value: |
0.51 |
| Break-even: |
54.90 |
| Moneyness: |
0.96 |
| Premium: |
0.12 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.04 |
| Spread %: |
8.51% |
| Delta: |
-0.37 |
| Theta: |
-0.02 |
| Omega: |
-4.53 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.490 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+81.48% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
+63.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.220 |
| 1M High / 1M Low: |
0.470 |
0.220 |
| 6M High / 6M Low: |
0.620 |
0.220 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.341 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.381 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
322.76% |
| Volatility 6M: |
|
202.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
