Morgan Stanley Put 200 UHR 20.12..../  DE000MG2EYF4  /

Stuttgart
2024-05-23  12:48:31 PM Chg.+0.008 Bid5:20:01 PM Ask5:20:01 PM Underlying Strike price Expiration date Option type
0.192EUR +4.35% -
Bid Size: -
-
Ask Size: -
SWATCH GROUP I 200.00 CHF 2024-12-20 Put
 

Master data

WKN: MG2EYF
Issuer: Morgan Stanley
Currency: EUR
Underlying: SWATCH GROUP I
Type: Warrant
Option type: Put
Strike price: 200.00 CHF
Maturity: 2024-12-20
Issue date: 2024-04-16
Last trading day: 2024-12-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -10.15
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.09
Implied volatility: 0.28
Historic volatility: 0.27
Parity: 0.09
Time value: 0.10
Break-even: 182.81
Moneyness: 1.05
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.00
Spread %: 1.06%
Delta: -0.50
Theta: -0.03
Omega: -5.08
Rho: -0.67
 

Quote data

Open: 0.192
High: 0.192
Low: 0.192
Previous Close: 0.184
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.92%
1 Month
  -14.29%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.184 0.156
1M High / 1M Low: 0.235 0.156
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.172
Avg. volume 1W:   0.000
Avg. price 1M:   0.200
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -