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Morgan Stanley Put 30 BAC 20.06.2.../  DE000ME3YZM5  /

Stuttgart
2024-06-10  2:14:43 PM Chg.+0.001 Bid3:03:11 PM Ask3:03:11 PM Underlying Strike price Expiration date Option type
0.071EUR +1.43% 0.072
Bid Size: 15,000		 0.082
Ask Size: 15,000		 Bank of America Corp... 30.00 USD 2025-06-20 Put
 

Master data

WKN: ME3YZM
Issuer: Morgan Stanley
Currency: EUR
Underlying: Bank of America Corporation
Type: Warrant
Option type: Put
Strike price: 30.00 USD
Maturity: 2025-06-20
Issue date: 2023-11-21
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -46.13
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.21
Parity: -0.91
Time value: 0.08
Break-even: 27.03
Moneyness: 0.75
Premium: 0.27
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 14.29%
Delta: -0.12
Theta: 0.00
Omega: -5.57
Rho: -0.05
 

Quote data

Open: 0.071
High: 0.071
Low: 0.071
Previous Close: 0.070
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.79%
1 Month
  -29.00%
3 Months
  -55.63%
YTD
  -67.73%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.078 0.070
1M High / 1M Low: 0.100 0.070
6M High / 6M Low: 0.300 0.070
High (YTD): 2024-01-17 0.280
Low (YTD): 2024-06-07 0.070
52W High: - -
52W Low: - -
Avg. price 1W:   0.074
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   0.167
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.06%
Volatility 6M:   101.01%
Volatility 1Y:   -
Volatility 3Y:   -