Morgan Stanley Put 30 AVOL 20.12.2024
/ DE000ME8MYT7
Morgan Stanley Put 30 AVOL 20.12..../ DE000ME8MYT7 /
| 9/19/2024 1:01:43 PM |
Chg.- |
Bid10:56:19 AM |
Ask10:56:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.089EUR |
- |
0.097
Bid Size: 25,000 |
0.106
Ask Size: 25,000 |
AVOLTA N |
30.00 CHF |
12/20/2024 |
Put |
Master data
| WKN: |
ME8MYT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AVOLTA N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
2/13/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-35.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
-0.41 |
| Time value: |
0.10 |
| Break-even: |
30.70 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.01 |
| Spread %: |
10.99% |
| Delta: |
-0.22 |
| Theta: |
-0.01 |
| Omega: |
-7.95 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.089 |
| High: |
0.089 |
| Low: |
0.089 |
| Previous Close: |
0.108 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.08% |
| 1 Month |
|
|
-46.06% |
| 3 Months |
|
|
-29.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.133 |
0.089 |
| 1M High / 1M Low: |
0.165 |
0.089 |
| 6M High / 6M Low: |
0.270 |
0.089 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.113 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.137 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.168 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.40% |
| Volatility 6M: |
|
150.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
