Morgan Stanley Put 70 SIX2 21.03..../  DE000MG0S3J1  /

Stuttgart
2024-06-20  9:26:20 PM Chg.-0.020 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.890EUR -2.20% -
Bid Size: -
-
Ask Size: -
SIXT SE ST O.N. 70.00 EUR 2025-03-21 Put
 

Master data

WKN: MG0S3J
Issuer: Morgan Stanley
Currency: EUR
Underlying: SIXT SE ST O.N.
Type: Warrant
Option type: Put
Strike price: 70.00 EUR
Maturity: 2025-03-21
Issue date: 2024-03-25
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -7.18
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.18
Implied volatility: 0.41
Historic volatility: 0.31
Parity: 0.18
Time value: 0.78
Break-even: 60.50
Moneyness: 1.03
Premium: 0.11
Premium p.a.: 0.15
Spread abs.: 0.04
Spread %: 4.40%
Delta: -0.43
Theta: -0.01
Omega: -3.07
Rho: -0.29
 

Quote data

Open: 0.900
High: 0.900
Low: 0.880
Previous Close: 0.910
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.58%
1 Month  
+34.85%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.770
1M High / 1M Low: 0.910 0.660
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.856
Avg. volume 1W:   0.000
Avg. price 1M:   0.768
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -