Morgan Stanley Put 22.5 VBK 20.09.2024
/ DE000ME65957
Morgan Stanley Put 22.5 VBK 20.09.../ DE000ME65957 /
| 2024-06-14 10:58:43 AM |
Chg.+0.020 |
Bid3:56:55 PM |
Ask3:56:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+4.55% |
0.450
Bid Size: 40,000 |
0.490
Ask Size: 40,000 |
VERBIO SE INH O.N. |
22.50 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
ME6595 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VERBIO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.54 |
| Parity: |
0.26 |
| Time value: |
0.23 |
| Break-even: |
17.60 |
| Moneyness: |
1.13 |
| Premium: |
0.12 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.05 |
| Spread %: |
11.36% |
| Delta: |
-0.52 |
| Theta: |
-0.02 |
| Omega: |
-2.11 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.95% |
| 1 Month |
|
|
+53.33% |
| 3 Months |
|
|
-31.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.390 |
| 1M High / 1M Low: |
0.440 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.373 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
