Morgan Stanley Put 350 PPX 20.09.2024
/ DE000ME1AMS4
Morgan Stanley Put 350 PPX 20.09..../ DE000ME1AMS4 /
2024-06-21 11:49:57 AM |
Chg.-0.020 |
Bid3:58:06 PM |
Ask3:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
-5.13% |
0.360 Bid Size: 50,000 |
0.370 Ask Size: 50,000 |
KERING S.A. INH. ... |
350.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
ME1AMS |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
KERING S.A. INH. EO 4 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
350.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-09-28 |
Last trading day: |
2024-09-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-7.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.34 |
Implied volatility: |
0.32 |
Historic volatility: |
0.29 |
Parity: |
0.34 |
Time value: |
0.06 |
Break-even: |
310.00 |
Moneyness: |
1.11 |
Premium: |
0.02 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
2.56% |
Delta: |
-0.69 |
Theta: |
-0.07 |
Omega: |
-5.46 |
Rho: |
-0.64 |
Quote data
Open: |
0.370 |
High: |
0.370 |
Low: |
0.370 |
Previous Close: |
0.390 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-26.00% |
1 Month |
|
|
+32.14% |
3 Months |
|
|
+86.87% |
YTD |
|
|
+74.53% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.500 |
0.390 |
1M High / 1M Low: |
0.500 |
0.270 |
6M High / 6M Low: |
0.500 |
0.084 |
High (YTD): |
2024-06-14 |
0.500 |
Low (YTD): |
2024-02-27 |
0.084 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.454 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.356 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.243 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
163.68% |
Volatility 6M: |
|
217.94% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |