Morgan Stanley Put 75 NDA 20.09.2024
/ DE000MG2RLC0
Morgan Stanley Put 75 NDA 20.09.2.../ DE000MG2RLC0 /
| 24/06/2024 16:26:52 |
Chg.-0.46 |
Bid18:55:41 |
Ask18:55:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.82EUR |
-14.02% |
2.87
Bid Size: 1,250 |
3.23
Ask Size: 1,000 |
AURUBIS AG |
75.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
MG2RLC |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
22/04/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-20.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.60 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.32 |
| Parity: |
0.40 |
| Time value: |
3.24 |
| Break-even: |
71.36 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.36 |
| Spread %: |
10.98% |
| Delta: |
-0.46 |
| Theta: |
-0.02 |
| Omega: |
-9.52 |
| Rho: |
-0.09 |
Quote data
| Open: |
3.23 |
| High: |
3.23 |
| Low: |
2.82 |
| Previous Close: |
3.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.18% |
| 1 Month |
|
|
-12.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.22 |
2.90 |
| 1M High / 1M Low: |
4.32 |
2.59 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
