Morgan Stanley Put 260 HNR1 21.03.../  DE000MJ2Z9B8  /

Stuttgart
12/23/2024  8:10:54 AM Chg.- Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.88EUR - -
Bid Size: -
-
Ask Size: -
HANNOVER RUECK SE NA... 260.00 - 3/21/2025 Put
 

Master data

WKN: MJ2Z9B
Issuer: Morgan Stanley
Currency: EUR
Underlying: HANNOVER RUECK SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 260.00 -
Maturity: 3/21/2025
Issue date: 10/15/2024
Last trading day: 12/23/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -13.09
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.22
Implied volatility: 0.48
Historic volatility: 0.20
Parity: 0.22
Time value: 1.75
Break-even: 240.30
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.55
Spread abs.: 0.18
Spread %: 10.06%
Delta: -0.47
Theta: -0.16
Omega: -6.18
Rho: -0.21
 

Quote data

Open: 1.88
High: 1.88
Low: 1.88
Previous Close: 1.89
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -10.05%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
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:   -