Morgan Stanley Put 200 PAYC 20.12.2024
/ DE000ME184H8
Morgan Stanley Put 200 PAYC 20.12.../ DE000ME184H8 /
| 2024-05-31 11:29:38 AM |
Chg.+0.11 |
Bid4:24:53 PM |
Ask4:24:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.26EUR |
+2.65% |
4.76
Bid Size: 25,000 |
4.84
Ask Size: 25,000 |
Paycom Software Inc |
200.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
ME184H |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Paycom Software Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.38 |
| Intrinsic value: |
3.79 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.47 |
| Parity: |
3.79 |
| Time value: |
0.56 |
| Break-even: |
141.15 |
| Moneyness: |
1.26 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.08 |
| Spread %: |
1.87% |
| Delta: |
-0.67 |
| Theta: |
-0.03 |
| Omega: |
-2.25 |
| Rho: |
-0.79 |
Quote data
| Open: |
4.26 |
| High: |
4.26 |
| Low: |
4.26 |
| Previous Close: |
4.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.12% |
| 1 Month |
|
|
+36.54% |
| 3 Months |
|
|
+33.96% |
| YTD |
|
|
+53.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.15 |
3.41 |
| 1M High / 1M Low: |
4.20 |
2.95 |
| 6M High / 6M Low: |
4.20 |
2.18 |
| High (YTD): |
2024-05-02 |
4.20 |
| Low (YTD): |
2024-04-09 |
2.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.26% |
| Volatility 6M: |
|
95.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
