Morgan Stanley Put 30 AVOL 20.09.2024
/ DE000ME8MYS9
Morgan Stanley Put 30 AVOL 20.09..../ DE000ME8MYS9 /
| 2024-05-17 12:14:28 PM |
Chg.-0.009 |
Bid4:50:37 PM |
Ask4:50:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.101EUR |
-8.18% |
0.098
Bid Size: 25,000 |
0.135
Ask Size: 25,000 |
AVOLTA N |
30.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
ME8MYS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AVOLTA N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-28.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.30 |
| Parity: |
-0.77 |
| Time value: |
0.13 |
| Break-even: |
29.14 |
| Moneyness: |
0.80 |
| Premium: |
0.24 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.03 |
| Spread %: |
28.16% |
| Delta: |
-0.18 |
| Theta: |
-0.01 |
| Omega: |
-5.12 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.101 |
| High: |
0.101 |
| Low: |
0.101 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.00% |
| 1 Month |
|
|
-36.08% |
| 3 Months |
|
|
-52.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.096 |
| 1M High / 1M Low: |
0.168 |
0.096 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.131 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
