Morgan Stanley Put 75 AAP 20.12.2024
/ DE000ME9RWZ5
Morgan Stanley Put 75 AAP 20.12.2.../ DE000ME9RWZ5 /
| 2024-06-24 2:08:30 PM |
Chg.-0.01 |
Bid6:27:42 PM |
Ask6:27:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
-0.78% |
1.30
Bid Size: 80,000 |
1.33
Ask Size: 80,000 |
Advance Auto Parts |
75.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
ME9RWZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.38 |
| Parity: |
0.86 |
| Time value: |
0.47 |
| Break-even: |
56.87 |
| Moneyness: |
1.14 |
| Premium: |
0.08 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
2.31% |
| Delta: |
-0.56 |
| Theta: |
-0.02 |
| Omega: |
-2.58 |
| Rho: |
-0.23 |
Quote data
| Open: |
1.28 |
| High: |
1.28 |
| Low: |
1.28 |
| Previous Close: |
1.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.86% |
| 1 Month |
|
|
+9.40% |
| 3 Months |
|
|
+70.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.42 |
1.29 |
| 1M High / 1M Low: |
1.55 |
1.14 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
