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 |
Bid6:20:59 PM |
Ask6:20:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.26EUR |
+2.65% |
5.24 Bid Size: 25,000 |
5.33 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: |
|
- |