Morgan Stanley Put 15 UEN 20.12.2024
/ DE000ME76LD3
Morgan Stanley Put 15 UEN 20.12.2.../ DE000ME76LD3 /
28/10/2024 18:41:56 |
Chg.- |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
- |
- Bid Size: - |
- Ask Size: - |
UBISOFT ENTMT IN.EO-... |
15.00 - |
20/12/2024 |
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 - |
Maturity: |
20/12/2024 |
Issue date: |
19/01/2024 |
Last trading day: |
29/10/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.16 |
Implied volatility: |
1.23 |
Historic volatility: |
0.57 |
Parity: |
0.16 |
Time value: |
0.18 |
Break-even: |
11.60 |
Moneyness: |
1.12 |
Premium: |
0.13 |
Premium p.a.: |
1.49 |
Spread abs.: |
0.02 |
Spread %: |
6.25% |
Delta: |
-0.51 |
Theta: |
-0.02 |
Omega: |
-1.99 |
Rho: |
-0.01 |
Quote data
Open: |
0.310 |
High: |
0.310 |
Low: |
0.310 |
Previous Close: |
0.310 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
-3.13% |
1 Month |
|
|
-43.64% |
3 Months |
|
|
+63.16% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.310 |
1M High / 1M Low: |
0.550 |
0.290 |
6M High / 6M Low: |
0.580 |
0.180 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.313 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.384 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.269 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
205.52% |
Volatility 6M: |
|
125.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |