Morgan Stanley Put 60 CVS 20.09.2024
/ DE000ME18FF2
Morgan Stanley Put 60 CVS 20.09.2.../ DE000ME18FF2 /
6/14/2024 9:22:14 PM |
Chg.-0.020 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
-5.88% |
- Bid Size: - |
- Ask Size: - |
CVS Health Corporati... |
60.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
ME18FF |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
CVS Health Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
9/27/2023 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-16.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.27 |
Parity: |
-0.02 |
Time value: |
0.34 |
Break-even: |
52.65 |
Moneyness: |
1.00 |
Premium: |
0.06 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.01 |
Spread %: |
3.03% |
Delta: |
-0.44 |
Theta: |
-0.02 |
Omega: |
-7.20 |
Rho: |
-0.07 |
Quote data
Open: |
0.300 |
High: |
0.350 |
Low: |
0.300 |
Previous Close: |
0.340 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.29% |
1 Month |
|
|
-39.62% |
3 Months |
|
|
+305.06% |
YTD |
|
|
+188.29% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.320 |
1M High / 1M Low: |
0.720 |
0.280 |
6M High / 6M Low: |
0.720 |
0.052 |
High (YTD): |
5/29/2024 |
0.720 |
Low (YTD): |
3/28/2024 |
0.052 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.330 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.428 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.201 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
214.90% |
Volatility 6M: |
|
562.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |