Morgan Stanley Put 90 GXI 21.03.2025
/ DE000MG2F9A0
Morgan Stanley Put 90 GXI 21.03.2.../ DE000MG2F9A0 /
30/05/2024 11:30:54 |
Chg.-0.01 |
Bid13:49:08 |
Ask13:49:08 |
Underlying |
Strike price |
Expiration date |
Option type |
1.70EUR |
-0.58% |
1.70 Bid Size: 40,000 |
1.75 Ask Size: 40,000 |
GERRESHEIMER AG |
90.00 EUR |
21/03/2025 |
Put |
Master data
WKN: |
MG2F9A |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
GERRESHEIMER AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
16/04/2024 |
Last trading day: |
21/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.74 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.73 |
Historic volatility: |
0.40 |
Parity: |
-1.23 |
Time value: |
1.77 |
Break-even: |
72.30 |
Moneyness: |
0.88 |
Premium: |
0.29 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.08 |
Spread %: |
4.73% |
Delta: |
-0.28 |
Theta: |
-0.03 |
Omega: |
-1.64 |
Rho: |
-0.38 |
Quote data
Open: |
1.68 |
High: |
1.70 |
Low: |
1.68 |
Previous Close: |
1.71 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.59% |
1 Month |
|
|
-8.60% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.71 |
1.58 |
1M High / 1M Low: |
1.93 |
1.58 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.64 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.75 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
80.28% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |