Morgan Stanley Put 5 SBSW 20.09.2024
/ DE000ME2PTQ9
Morgan Stanley Put 5 SBSW 20.09.2.../ DE000ME2PTQ9 /
| 6/14/2024 8:59:05 PM |
Chg.-0.090 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-10.11% |
-
Bid Size: - |
-
Ask Size: - |
Sibanye Stillwater |
5.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
ME2PTQ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sibanye Stillwater |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/27/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.56 |
| Parity: |
0.59 |
| Time value: |
0.36 |
| Break-even: |
3.71 |
| Moneyness: |
1.14 |
| Premium: |
0.09 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.06 |
| Spread %: |
6.74% |
| Delta: |
-0.56 |
| Theta: |
0.00 |
| Omega: |
-2.39 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.810 |
| High: |
0.870 |
| Low: |
0.800 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.76% |
| 1 Month |
|
|
+31.15% |
| 3 Months |
|
|
-25.93% |
| YTD |
|
|
+5.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.770 |
| 1M High / 1M Low: |
0.890 |
0.400 |
| 6M High / 6M Low: |
1.440 |
0.400 |
| High (YTD): |
3/5/2024 |
1.440 |
| Low (YTD): |
5/17/2024 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.828 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.618 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.893 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.62% |
| Volatility 6M: |
|
148.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
