Morgan Stanley Put 40 DSY 21.06.2024
/ DE000ME31GH9
Morgan Stanley Put 40 DSY 21.06.2.../ DE000ME31GH9 /
| 03/05/2024 18:00:16 |
Chg.- |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Dassault Systemes SE |
40.00 - |
21/06/2024 |
Put |
Master data
| WKN: |
ME31GH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Dassault Systemes SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
03/11/2023 |
| Last trading day: |
06/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.23 |
| Parity: |
0.29 |
| Time value: |
0.09 |
| Break-even: |
36.20 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.04 |
| Spread %: |
11.76% |
| Delta: |
-0.69 |
| Theta: |
-0.05 |
| Omega: |
-6.69 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.350 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+62.79% |
| YTD |
|
|
+9.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.350 |
0.350 |
| 6M High / 6M Low: |
0.370 |
0.170 |
| High (YTD): |
02/05/2024 |
0.370 |
| Low (YTD): |
30/01/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.350 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.261 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
117.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
