Morgan Stanley Put 200 PAYC 20.09.2024
/ DE000ME184G0
Morgan Stanley Put 200 PAYC 20.09.../ DE000ME184G0 /
| 2024-05-30 5:54:24 PM |
Chg.- |
Bid11:04:49 AM |
Ask11:04:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.88EUR |
- |
4.02
Bid Size: 1,000 |
4.13
Ask Size: 1,000 |
Paycom Software Inc |
200.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
ME184G |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Paycom Software Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.06 |
| Intrinsic value: |
3.79 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.47 |
| Parity: |
3.79 |
| Time value: |
0.35 |
| Break-even: |
143.25 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.13 |
| Spread %: |
3.24% |
| Delta: |
-0.74 |
| Theta: |
-0.04 |
| Omega: |
-2.62 |
| Rho: |
-0.46 |
Quote data
| Open: |
3.66 |
| High: |
3.88 |
| Low: |
3.66 |
| Previous Close: |
3.50 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.38% |
| 1 Month |
|
|
+49.81% |
| 3 Months |
|
|
+35.19% |
| YTD |
|
|
+59.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.88 |
3.06 |
| 1M High / 1M Low: |
3.88 |
2.49 |
| 6M High / 6M Low: |
3.88 |
1.80 |
| High (YTD): |
2024-05-30 |
3.88 |
| Low (YTD): |
2024-04-09 |
1.80 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.70% |
| Volatility 6M: |
|
115.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
