Morgan Stanley Put 35 BAC 20.12.2024
/ DE000ME6NAD3
Morgan Stanley Put 35 BAC 20.12.2.../ DE000ME6NAD3 /
2024-06-11 2:11:39 PM |
Chg.+0.004 |
Bid3:40:59 PM |
Ask3:40:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.085EUR |
+4.94% |
0.098 Bid Size: 500,000 |
0.108 Ask Size: 500,000 |
Bank of America Corp... |
35.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
ME6NAD |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Bank of America Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
35.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-09 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-40.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.21 |
Parity: |
-0.43 |
Time value: |
0.09 |
Break-even: |
31.61 |
Moneyness: |
0.88 |
Premium: |
0.14 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.01 |
Spread %: |
12.35% |
Delta: |
-0.20 |
Theta: |
0.00 |
Omega: |
-8.21 |
Rho: |
-0.04 |
Quote data
Open: |
0.081 |
High: |
0.085 |
Low: |
0.081 |
Previous Close: |
0.081 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.59% |
1 Month |
|
|
-30.89% |
3 Months |
|
|
-64.14% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.091 |
0.080 |
1M High / 1M Low: |
0.124 |
0.080 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.085 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.098 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
144.16% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |