Morgan Stanley Put 225 UNP 21.06.2024
/ DE000ME46GR6
Morgan Stanley Put 225 UNP 21.06..../ DE000ME46GR6 /
| 2024-05-27 12:34:56 PM |
Chg.-0.001 |
Bid5:44:13 PM |
Ask5:44:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
-0.55% |
0.199
Bid Size: 1,000 |
0.225
Ask Size: 1,000 |
Union Pacific Corp |
225.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
ME46GR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Union Pacific Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
225.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-114.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
-0.65 |
| Time value: |
0.19 |
| Break-even: |
205.57 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.01 |
| Spread %: |
8.09% |
| Delta: |
-0.26 |
| Theta: |
-0.07 |
| Omega: |
-29.71 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.181 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+150.00% |
| 1 Month |
|
|
+2.27% |
| 3 Months |
|
|
-25.00% |
| YTD |
|
|
-66.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.181 |
0.072 |
| 1M High / 1M Low: |
0.260 |
0.058 |
| 6M High / 6M Low: |
1.400 |
0.058 |
| High (YTD): |
2024-01-17 |
0.740 |
| Low (YTD): |
2024-05-16 |
0.058 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.140 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.130 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.448 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
439.31% |
| Volatility 6M: |
|
251.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
