Morgan Stanley Put 200 AMT 20.09.2024
/ DE000ME3YY84
Morgan Stanley Put 200 AMT 20.09..../ DE000ME3YY84 /
| 2024-06-24 2:06:17 PM |
Chg.-0.06 |
Bid5:48:57 PM |
Ask5:48:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
-5.61% |
0.93
Bid Size: 40,000 |
0.95
Ask Size: 40,000 |
American Tower Corpo... |
200.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
ME3YY8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
American Tower Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-21 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
0.48 |
| Time value: |
0.59 |
| Break-even: |
176.43 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
1.90% |
| Delta: |
-0.53 |
| Theta: |
-0.04 |
| Omega: |
-9.06 |
| Rho: |
-0.26 |
Quote data
| Open: |
1.05 |
| High: |
1.05 |
| Low: |
1.01 |
| Previous Close: |
1.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.01% |
| 1 Month |
|
|
-39.16% |
| 3 Months |
|
|
-34.42% |
| YTD |
|
|
+1.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
1.07 |
| 1M High / 1M Low: |
1.76 |
0.94 |
| 6M High / 6M Low: |
2.89 |
0.94 |
| High (YTD): |
2024-04-19 |
2.89 |
| Low (YTD): |
2024-06-04 |
0.94 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.20% |
| Volatility 6M: |
|
153.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
