Morgan Stanley Put 10 CLN 20.12.2024
/ DE000ME85SZ2
Morgan Stanley Put 10 CLN 20.12.2.../ DE000ME85SZ2 /
| 2024-06-21 4:43:18 PM |
Chg.+0.004 |
Bid5:02:26 PM |
Ask5:02:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.225EUR |
+1.81% |
0.224
Bid Size: 7,500 |
0.247
Ask Size: 7,500 |
CLARIANT N |
10.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
ME85SZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
10.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-59.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.24 |
| Parity: |
-4.00 |
| Time value: |
0.24 |
| Break-even: |
10.24 |
| Moneyness: |
0.72 |
| Premium: |
0.29 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.03 |
| Spread %: |
13.02% |
| Delta: |
-0.10 |
| Theta: |
0.00 |
| Omega: |
-6.05 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.223 |
| High: |
0.225 |
| Low: |
0.223 |
| Previous Close: |
0.221 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-6.25% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.219 |
| 1M High / 1M Low: |
0.270 |
0.208 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.227 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.241 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
