Morgan Stanley Put 35 BAC 21.03.2025
/ DE000MG10LS5
Morgan Stanley Put 35 BAC 21.03.2.../ DE000MG10LS5 /
| 2024-06-10 9:27:21 PM |
Chg.+0.001 |
Bid2024-06-10 |
Ask2024-06-10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.121EUR |
+0.83% |
0.121
Bid Size: 500,000 |
0.131
Ask Size: 500,000 |
Bank of America Corp... |
35.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
MG10LS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-28.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
-0.44 |
| Time value: |
0.13 |
| Break-even: |
31.17 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
8.33% |
| Delta: |
-0.22 |
| Theta: |
0.00 |
| Omega: |
-6.30 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.125 |
| High: |
0.125 |
| Low: |
0.121 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-27.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.134 |
0.120 |
| 1M High / 1M Low: |
0.166 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.128 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.142 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
