Morgan Stanley Put 70 HEI 19.12.2.../  DE000MG2RM91  /

Stuttgart
2024-06-20  8:15:50 PM Chg.+0.030 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.480EUR +6.67% -
Bid Size: -
-
Ask Size: -
HEIDELBERG MATERIALS... 70.00 EUR 2025-12-19 Put
 

Master data

WKN: MG2RM9
Issuer: Morgan Stanley
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Put
Strike price: 70.00 EUR
Maturity: 2025-12-19
Issue date: 2024-04-22
Last trading day: 2025-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -20.43
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.23
Parity: -2.60
Time value: 0.47
Break-even: 65.30
Moneyness: 0.73
Premium: 0.32
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 4.44%
Delta: -0.16
Theta: -0.01
Omega: -3.17
Rho: -0.29
 

Quote data

Open: 0.490
High: 0.490
Low: 0.480
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.35%
1 Month
  -4.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.450
1M High / 1M Low: 0.520 0.420
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.460
Avg. volume 1W:   0.000
Avg. price 1M:   0.465
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   64.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -