Morgan Stanley Put 75 NEM 20.12.2024
/ DE000ME99VS2
Morgan Stanley Put 75 NEM 20.12.2.../ DE000ME99VS2 /
| 2024-09-20 8:09:52 AM |
Chg.+0.006 |
Bid11:03:25 AM |
Ask11:03:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.204EUR |
+3.03% |
0.200
Bid Size: 40,000 |
0.250
Ask Size: 40,000 |
NEMETSCHEK SE O.N. |
75.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
ME99VS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-27 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-37.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.30 |
| Parity: |
-1.57 |
| Time value: |
0.24 |
| Break-even: |
72.58 |
| Moneyness: |
0.83 |
| Premium: |
0.20 |
| Premium p.a.: |
1.08 |
| Spread abs.: |
0.04 |
| Spread %: |
21.61% |
| Delta: |
-0.18 |
| Theta: |
-0.03 |
| Omega: |
-6.64 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.204 |
| High: |
0.204 |
| Low: |
0.204 |
| Previous Close: |
0.198 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.30% |
| 1 Month |
|
|
-27.14% |
| 3 Months |
|
|
-59.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.198 |
| 1M High / 1M Low: |
0.290 |
0.198 |
| 6M High / 6M Low: |
0.830 |
0.198 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.226 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.241 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.468 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.88% |
| Volatility 6M: |
|
118.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
