Morgan Stanley Put 150 CVX 20.09.2024
/ DE000ME18FD7
Morgan Stanley Put 150 CVX 20.09..../ DE000ME18FD7 /
| 20/06/2024 17:38:32 |
Chg.-0.050 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-12.82% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
150.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
ME18FD |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
27/09/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-33.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-0.31 |
| Time value: |
0.43 |
| Break-even: |
135.27 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.04 |
| Spread %: |
10.26% |
| Delta: |
-0.37 |
| Theta: |
-0.03 |
| Omega: |
-12.24 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.340 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.09% |
| 1 Month |
|
|
+53.85% |
| 3 Months |
|
|
-45.16% |
| YTD |
|
|
-68.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.340 |
| 1M High / 1M Low: |
0.460 |
0.221 |
| 6M High / 6M Low: |
1.490 |
0.211 |
| High (YTD): |
18/01/2024 |
1.490 |
| Low (YTD): |
10/05/2024 |
0.211 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.342 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.671 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.90% |
| Volatility 6M: |
|
163.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
