Morgan Stanley Put 150 SIE 20.06.2025
/ DE000ME3YHY8
Morgan Stanley Put 150 SIE 20.06..../ DE000ME3YHY8 /
9/26/2024 8:24:51 PM |
Chg.-0.140 |
Bid8:45:28 PM |
Ask8:45:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.500EUR |
-21.88% |
0.500 Bid Size: 7,500 |
0.520 Ask Size: 7,500 |
SIEMENS AG NA O.N. |
150.00 EUR |
6/20/2025 |
Put |
Master data
WKN: |
ME3YHY |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 EUR |
Maturity: |
6/20/2025 |
Issue date: |
11/21/2023 |
Last trading day: |
6/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-26.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.24 |
Parity: |
-2.25 |
Time value: |
0.65 |
Break-even: |
143.50 |
Moneyness: |
0.87 |
Premium: |
0.17 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.02 |
Spread %: |
3.17% |
Delta: |
-0.22 |
Theta: |
-0.02 |
Omega: |
-5.89 |
Rho: |
-0.33 |
Quote data
Open: |
0.600 |
High: |
0.600 |
Low: |
0.500 |
Previous Close: |
0.640 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.37% |
1 Month |
|
|
-34.21% |
3 Months |
|
|
-43.18% |
YTD |
|
|
-61.24% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.770 |
0.640 |
1M High / 1M Low: |
1.020 |
0.640 |
6M High / 6M Low: |
1.290 |
0.540 |
High (YTD): |
1/17/2024 |
1.510 |
Low (YTD): |
7/16/2024 |
0.540 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.702 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.807 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.791 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
123.74% |
Volatility 6M: |
|
128.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |