Morgan Stanley Put 15 UEN 20.12.2024
/ DE000ME76LD3
Morgan Stanley Put 15 UEN 20.12.2.../ DE000ME76LD3 /
2024-05-29 8:54:40 PM |
Chg.- |
Bid12:10:14 PM |
Ask12:10:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.219EUR |
- |
0.224 Bid Size: 50,000 |
0.245 Ask Size: 50,000 |
UBISOFT ENTMT IN.EO-... |
15.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
ME76LD |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
UBISOFT ENTMT IN.EO-,0775 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-19 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-8.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.99 |
Historic volatility: |
0.40 |
Parity: |
-0.64 |
Time value: |
0.25 |
Break-even: |
12.51 |
Moneyness: |
0.70 |
Premium: |
0.42 |
Premium p.a.: |
0.86 |
Spread abs.: |
0.03 |
Spread %: |
13.70% |
Delta: |
-0.19 |
Theta: |
-0.01 |
Omega: |
-1.63 |
Rho: |
-0.04 |
Quote data
Open: |
0.224 |
High: |
0.227 |
Low: |
0.219 |
Previous Close: |
0.227 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.37% |
1 Month |
|
|
-21.79% |
3 Months |
|
|
-27.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.241 |
0.219 |
1M High / 1M Low: |
0.280 |
0.219 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.233 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.254 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
48.56% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |