Morgan Stanley Put 15 GZF 20.09.2024
/ DE000ME2THF9
Morgan Stanley Put 15 GZF 20.09.2.../ DE000ME2THF9 /
29/05/2024 08:11:27 |
Chg.+0.022 |
Bid10:47:10 |
Ask10:47:10 |
Underlying |
Strike price |
Expiration date |
Option type |
0.233EUR |
+10.43% |
0.238 Bid Size: 35,000 |
0.243 Ask Size: 35,000 |
ENGIE S.A. INH. ... |
15.00 EUR |
20/09/2024 |
Put |
Master data
WKN: |
ME2THF |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
ENGIE S.A. INH. EO 1 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
31/10/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-63.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.15 |
Historic volatility: |
0.15 |
Parity: |
-0.48 |
Time value: |
0.25 |
Break-even: |
14.76 |
Moneyness: |
0.97 |
Premium: |
0.05 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
5.60% |
Delta: |
-0.29 |
Theta: |
0.00 |
Omega: |
-18.26 |
Rho: |
-0.01 |
Quote data
Open: |
0.233 |
High: |
0.233 |
Low: |
0.233 |
Previous Close: |
0.211 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.88% |
1 Month |
|
|
-35.28% |
3 Months |
|
|
-61.80% |
YTD |
|
|
-44.52% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.239 |
0.196 |
1M High / 1M Low: |
0.370 |
0.196 |
6M High / 6M Low: |
0.790 |
0.196 |
High (YTD): |
09/02/2024 |
0.790 |
Low (YTD): |
22/05/2024 |
0.196 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.217 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.249 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.466 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
142.64% |
Volatility 6M: |
|
107.87% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |