Morgan Stanley Put 22.5 VBK 20.12.2024
/ DE000ME65965
Morgan Stanley Put 22.5 VBK 20.12.../ DE000ME65965 /
| 2024-06-14 10:58:43 AM |
Chg.+0.020 |
Bid11:02:32 AM |
Ask11:02:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+3.64% |
0.570
Bid Size: 40,000 |
0.610
Ask Size: 40,000 |
VERBIO SE INH O.N. |
22.50 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
ME6596 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VERBIO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.54 |
| Parity: |
0.26 |
| Time value: |
0.33 |
| Break-even: |
16.60 |
| Moneyness: |
1.13 |
| Premium: |
0.17 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.04 |
| Spread %: |
7.27% |
| Delta: |
-0.46 |
| Theta: |
-0.01 |
| Omega: |
-1.55 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.62% |
| 1 Month |
|
|
+32.56% |
| 3 Months |
|
|
-18.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.520 |
| 1M High / 1M Low: |
0.560 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.530 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.498 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
