Morgan Stanley Put 3 RR/ 20.12.2024
/ DE000ME814Y5
Morgan Stanley Put 3 RR/ 20.12.20.../ DE000ME814Y5 /
2024-06-14 9:37:44 AM |
Chg.+0.010 |
Bid1:33:42 PM |
Ask1:33:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
+4.17% |
0.250 Bid Size: 100,000 |
0.260 Ask Size: 100,000 |
Rolls-Royce Holdings... |
3.00 GBP |
2024-12-20 |
Put |
Master data
WKN: |
ME814Y |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3.00 GBP |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-01 |
Last trading day: |
2024-12-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-21.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.76 |
Historic volatility: |
0.42 |
Parity: |
-2.01 |
Time value: |
0.26 |
Break-even: |
3.31 |
Moneyness: |
0.64 |
Premium: |
0.41 |
Premium p.a.: |
0.93 |
Spread abs.: |
0.02 |
Spread %: |
8.33% |
Delta: |
-0.13 |
Theta: |
0.00 |
Omega: |
-2.80 |
Rho: |
-0.01 |
Quote data
Open: |
0.250 |
High: |
0.250 |
Low: |
0.250 |
Previous Close: |
0.240 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-16.67% |
3 Months |
|
|
+42.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.240 |
1M High / 1M Low: |
0.300 |
0.240 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.252 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.267 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
52.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |