Morgan Stanley Put 70 NEM 20.12.2024
/ DE000ME5Z7D6
Morgan Stanley Put 70 NEM 20.12.2.../ DE000ME5Z7D6 /
2024-06-19 8:27:36 AM |
Chg.0.000 |
Bid9:44:21 AM |
Ask9:44:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.440EUR |
0.00% |
0.440 Bid Size: 50,000 |
0.480 Ask Size: 50,000 |
NEMETSCHEK SE O.N. |
70.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
ME5Z7D |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
NEMETSCHEK SE O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-28 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-18.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.58 |
Historic volatility: |
0.31 |
Parity: |
-2.07 |
Time value: |
0.48 |
Break-even: |
65.20 |
Moneyness: |
0.77 |
Premium: |
0.28 |
Premium p.a.: |
0.63 |
Spread abs.: |
0.04 |
Spread %: |
9.09% |
Delta: |
-0.19 |
Theta: |
-0.03 |
Omega: |
-3.59 |
Rho: |
-0.11 |
Quote data
Open: |
0.440 |
High: |
0.440 |
Low: |
0.440 |
Previous Close: |
0.440 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.76% |
1 Month |
|
|
-4.35% |
3 Months |
|
|
-29.03% |
YTD |
|
|
-63.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.420 |
1M High / 1M Low: |
0.500 |
0.380 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-17 |
1.310 |
Low (YTD): |
2024-06-06 |
0.380 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.440 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.434 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |