Morgan Stanley Put 150 CVX 20.12.2024
/ DE000ME6H6W9
Morgan Stanley Put 150 CVX 20.12..../ DE000ME6H6W9 /
| 25/06/2024 10:49:17 |
Chg.-0.005 |
Bid15:33:57 |
Ask15:33:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.239EUR |
-2.05% |
0.250
Bid Size: 125,000 |
0.260
Ask Size: 125,000 |
Chevron Corporation |
150.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
ME6H6W |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-60.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.18 |
| Parity: |
-0.87 |
| Time value: |
0.24 |
| Break-even: |
137.33 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.00 |
| Spread %: |
1.24% |
| Delta: |
-0.23 |
| Theta: |
-0.01 |
| Omega: |
-14.08 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.239 |
| High: |
0.239 |
| Low: |
0.239 |
| Previous Close: |
0.244 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.90% |
| 1 Month |
|
|
-3.24% |
| 3 Months |
|
|
-22.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.244 |
| 1M High / 1M Low: |
0.320 |
0.214 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.275 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.268 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
