Morgan Stanley Put 60 NDA 20.09.2024
/ DE000ME16380
Morgan Stanley Put 60 NDA 20.09.2.../ DE000ME16380 /
| 23/05/2024 09:24:57 |
Chg.+0.008 |
Bid12:03:29 |
Ask12:03:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.181EUR |
+4.62% |
0.158
Bid Size: 50,000 |
0.181
Ask Size: 50,000 |
AURUBIS AG |
60.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
ME1638 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-37.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.33 |
| Parity: |
-1.42 |
| Time value: |
0.20 |
| Break-even: |
58.00 |
| Moneyness: |
0.81 |
| Premium: |
0.22 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.03 |
| Spread %: |
15.61% |
| Delta: |
-0.17 |
| Theta: |
-0.02 |
| Omega: |
-6.16 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.181 |
| High: |
0.181 |
| Low: |
0.181 |
| Previous Close: |
0.173 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.09% |
| 1 Month |
|
|
-16.20% |
| 3 Months |
|
|
-75.21% |
| YTD |
|
|
-67.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.173 |
0.128 |
| 1M High / 1M Low: |
0.330 |
0.119 |
| 6M High / 6M Low: |
0.790 |
0.119 |
| High (YTD): |
13/02/2024 |
0.790 |
| Low (YTD): |
15/05/2024 |
0.119 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.141 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.188 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.479 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
419.92% |
| Volatility 6M: |
|
192.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
