Morgan Stanley Put 100 BG 20.09.2024
/ DE000ME1JM48
Morgan Stanley Put 100 BG 20.09.2.../ DE000ME1JM48 /
| 2024-06-21 9:48:06 AM |
Chg.+0.010 |
Bid12:57:46 PM |
Ask12:57:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+4.00% |
0.250
Bid Size: 10,000 |
0.290
Ask Size: 10,000 |
Bunge Global SA |
100.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
ME1JM4 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bunge Global SA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-04 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-34.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
-0.30 |
| Time value: |
0.28 |
| Break-even: |
90.61 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
7.69% |
| Delta: |
-0.34 |
| Theta: |
-0.02 |
| Omega: |
-11.83 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
-3.70% |
| 3 Months |
|
|
-38.10% |
| YTD |
|
|
-21.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.250 |
| 1M High / 1M Low: |
0.290 |
0.187 |
| 6M High / 6M Low: |
0.670 |
0.187 |
| High (YTD): |
2024-02-08 |
0.670 |
| Low (YTD): |
2024-06-04 |
0.187 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.276 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.244 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.394 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.49% |
| Volatility 6M: |
|
145.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
