Morgan Stanley Put 100 GXI 20.12.2024
/ DE000ME5Z5A6
Morgan Stanley Put 100 GXI 20.12..../ DE000ME5Z5A6 /
| 2024-06-05 8:25:13 AM |
Chg.-0.01 |
Bid10:39:05 AM |
Ask10:39:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.57EUR |
-0.63% |
1.55
Bid Size: 40,000 |
1.62
Ask Size: 40,000 |
GERRESHEIMER AG |
100.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
ME5Z5A |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.40 |
| Parity: |
-0.67 |
| Time value: |
1.65 |
| Break-even: |
83.50 |
| Moneyness: |
0.94 |
| Premium: |
0.22 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.07 |
| Spread %: |
4.43% |
| Delta: |
-0.34 |
| Theta: |
-0.04 |
| Omega: |
-2.18 |
| Rho: |
-0.28 |
Quote data
| Open: |
1.57 |
| High: |
1.57 |
| Low: |
1.57 |
| Previous Close: |
1.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.29% |
| 1 Month |
|
|
-13.74% |
| 3 Months |
|
|
+12.95% |
| YTD |
|
|
-30.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.75 |
1.56 |
| 1M High / 1M Low: |
2.08 |
1.56 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-17 |
2.59 |
| Low (YTD): |
2024-03-06 |
1.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
