Morgan Stanley Put 75 SYY 21.06.2024
/ DE000ME5G1K7
Morgan Stanley Put 75 SYY 21.06.2.../ DE000ME5G1K7 /
| 2024-05-28 10:48:06 AM |
Chg.- |
Bid9:25:08 AM |
Ask9:25:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.214EUR |
- |
0.270
Bid Size: 3,750 |
0.300
Ask Size: 3,750 |
Sysco Corp |
75.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
ME5G1K |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sysco Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-15 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-24.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.16 |
| Parity: |
0.23 |
| Time value: |
0.04 |
| Break-even: |
66.42 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
-0.73 |
| Theta: |
-0.02 |
| Omega: |
-18.08 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.214 |
| High: |
0.214 |
| Low: |
0.214 |
| Previous Close: |
0.204 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.05% |
| 1 Month |
|
|
+59.70% |
| 3 Months |
|
|
+87.72% |
| YTD |
|
|
-51.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.235 |
0.186 |
| 1M High / 1M Low: |
0.235 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.400 |
| Low (YTD): |
2024-03-27 |
0.084 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.149 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
327.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
