Morgan Stanley Put 5 SBSW 20.12.2024
/ DE000ME6XMP1
Morgan Stanley Put 5 SBSW 20.12.2.../ DE000ME6XMP1 /
| 17/06/2024 18:52:56 |
Chg.-0.01 |
Bid21:14:48 |
Ask21:14:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
-0.98% |
1.00
Bid Size: 40,000 |
1.10
Ask Size: 40,000 |
Sibanye Stillwater |
5.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
ME6XMP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sibanye Stillwater |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
15/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.56 |
| Parity: |
0.41 |
| Time value: |
0.66 |
| Break-even: |
3.60 |
| Moneyness: |
1.10 |
| Premium: |
0.15 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.06 |
| Spread %: |
5.94% |
| Delta: |
-0.45 |
| Theta: |
0.00 |
| Omega: |
-1.81 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.98 |
| High: |
1.01 |
| Low: |
0.98 |
| Previous Close: |
1.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.00% |
| 1 Month |
|
|
+62.90% |
| 3 Months |
|
|
-16.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
0.97 |
| 1M High / 1M Low: |
1.09 |
0.62 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
