Morgan Stanley Put 40 DAL 20.12.2024
/ DE000ME6NAF8
Morgan Stanley Put 40 DAL 20.12.2.../ DE000ME6NAF8 /
| 2024-06-25 8:25:39 AM |
Chg.+0.002 |
Bid1:36:45 PM |
Ask1:36:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.111EUR |
+1.83% |
0.112
Bid Size: 5,000 |
0.119
Ask Size: 5,000 |
Delta Air Lines Inc |
40.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
ME6NAF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 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: |
-39.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
-0.88 |
| Time value: |
0.12 |
| Break-even: |
36.11 |
| Moneyness: |
0.81 |
| Premium: |
0.22 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.00 |
| Spread %: |
1.75% |
| Delta: |
-0.16 |
| Theta: |
-0.01 |
| Omega: |
-6.33 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.111 |
| High: |
0.111 |
| Low: |
0.111 |
| Previous Close: |
0.109 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.13% |
| 1 Month |
|
|
+23.33% |
| 3 Months |
|
|
-50.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.119 |
0.109 |
| 1M High / 1M Low: |
0.129 |
0.082 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.116 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
