Morgan Stanley Put 150 CVX 20.12.2024
/ DE000ME6H6W9
Morgan Stanley Put 150 CVX 20.12..../ DE000ME6H6W9 /
| 2024-06-06 4:33:37 PM |
Chg.+0.010 |
Bid8:00:54 PM |
Ask8:00:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+3.70% |
0.280
Bid Size: 125,000 |
0.290
Ask Size: 125,000 |
Chevron Corporation |
150.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
ME6H6W |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-47.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.18 |
| Parity: |
-0.46 |
| Time value: |
0.30 |
| Break-even: |
134.94 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
-0.29 |
| Theta: |
-0.01 |
| Omega: |
-13.96 |
| Rho: |
-0.24 |
Quote data
| Open: |
0.260 |
| High: |
0.280 |
| Low: |
0.260 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.23% |
| 1 Month |
|
|
+19.15% |
| 3 Months |
|
|
-28.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.214 |
| 1M High / 1M Low: |
0.270 |
0.194 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.249 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.231 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
