Morgan Stanley Put 75 NDA 21.03.2025
/ DE000MG2V1Y7
Morgan Stanley Put 75 NDA 21.03.2.../ DE000MG2V1Y7 /
| 2024-05-23 2:07:36 PM |
Chg.-0.050 |
Bid2:31:55 PM |
Ask2:31:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-5.38% |
0.860
Bid Size: 50,000 |
0.890
Ask Size: 50,000 |
AURUBIS AG |
75.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
MG2V1Y |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.33 |
| Parity: |
0.09 |
| Time value: |
0.88 |
| Break-even: |
65.40 |
| Moneyness: |
1.01 |
| Premium: |
0.12 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
3.23% |
| Delta: |
-0.41 |
| Theta: |
-0.01 |
| Omega: |
-3.15 |
| Rho: |
-0.33 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.880 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.32% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.720 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.792 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
