Morgan Stanley Put 100 CFR 20.12.2024
/ DE000ME5Z6B2
Morgan Stanley Put 100 CFR 20.12..../ DE000ME5Z6B2 /
| 2024-05-27 12:39:47 PM |
Chg.- |
Bid12:31:26 PM |
Ask12:31:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.162EUR |
- |
0.157
Bid Size: 50,000 |
0.164
Ask Size: 50,000 |
RICHEMONT N |
100.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
ME5Z6B |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
RICHEMONT N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-87.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.31 |
| Parity: |
-4.35 |
| Time value: |
0.17 |
| Break-even: |
99.15 |
| Moneyness: |
0.70 |
| Premium: |
0.31 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.01 |
| Spread %: |
4.43% |
| Delta: |
-0.08 |
| Theta: |
-0.01 |
| Omega: |
-6.65 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.162 |
| High: |
0.162 |
| Low: |
0.162 |
| Previous Close: |
0.165 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-53.71% |
| 3 Months |
|
|
-50.91% |
| YTD |
|
|
-79.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.167 |
0.162 |
| 1M High / 1M Low: |
0.330 |
0.158 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-17 |
1.040 |
| Low (YTD): |
2024-05-17 |
0.158 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.164 |
| 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: |
|
135.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
