Morgan Stanley Put 70 CTSH 20.09.2024
/ DE000ME54V26
Morgan Stanley Put 70 CTSH 20.09..../ DE000ME54V26 /
| 2024-06-11 6:49:33 PM |
Chg.+0.020 |
Bid2024-06-11 |
Ask2024-06-11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+4.55% |
0.460
Bid Size: 80,000 |
0.480
Ask Size: 80,000 |
Cognizant Technology... |
70.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
ME54V2 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Cognizant Technology Solutions Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
0.26 |
| Time value: |
0.18 |
| Break-even: |
60.64 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
4.76% |
| Delta: |
-0.56 |
| Theta: |
-0.01 |
| Omega: |
-7.99 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.420 |
| High: |
0.460 |
| Low: |
0.420 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.81% |
| 1 Month |
|
|
-6.12% |
| 3 Months |
|
|
+109.09% |
| YTD |
|
|
+39.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.440 |
| 1M High / 1M Low: |
0.580 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-30 |
0.600 |
| Low (YTD): |
2024-02-26 |
0.182 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.422 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
