Morgan Stanley Put 70 LEG 20.12.2.../  DE000ME6NCC1  /

Stuttgart
2024-05-22  3:09:20 PM Chg.-0.010 Bid3:38:03 PM Ask3:38:03 PM Underlying Strike price Expiration date Option type
0.440EUR -2.22% 0.430
Bid Size: 40,000
0.480
Ask Size: 40,000
LEG IMMOBILIEN SE NA... 70.00 EUR 2024-12-20 Put
 

Master data

WKN: ME6NCC
Issuer: Morgan Stanley
Currency: EUR
Underlying: LEG IMMOBILIEN SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 70.00 EUR
Maturity: 2024-12-20
Issue date: 2024-01-09
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -16.65
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.36
Parity: -1.49
Time value: 0.51
Break-even: 64.90
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 0.44
Spread abs.: 0.06
Spread %: 13.33%
Delta: -0.22
Theta: -0.02
Omega: -3.74
Rho: -0.14
 

Quote data

Open: 0.450
High: 0.460
Low: 0.440
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.35%
1 Month
  -46.34%
3 Months
  -66.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.450
1M High / 1M Low: 0.850 0.450
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.466
Avg. volume 1W:   0.000
Avg. price 1M:   0.635
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -