Morgan Stanley Put 80 GXI 20.12.2024
/ DE000ME5Z5C2
Morgan Stanley Put 80 GXI 20.12.2.../ DE000ME5Z5C2 /
20/09/2024 18:44:51 |
Chg.+0.020 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
+5.13% |
- Bid Size: - |
- Ask Size: - |
GERRESHEIMER AG |
80.00 EUR |
20/12/2024 |
Put |
Master data
WKN: |
ME5Z5C |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
GERRESHEIMER AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
28/12/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-21.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.68 |
Historic volatility: |
0.39 |
Parity: |
-1.91 |
Time value: |
0.46 |
Break-even: |
75.40 |
Moneyness: |
0.81 |
Premium: |
0.24 |
Premium p.a.: |
1.39 |
Spread abs.: |
0.05 |
Spread %: |
12.20% |
Delta: |
-0.20 |
Theta: |
-0.05 |
Omega: |
-4.41 |
Rho: |
-0.06 |
Quote data
Open: |
0.380 |
High: |
0.420 |
Low: |
0.380 |
Previous Close: |
0.390 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-32.79% |
1 Month |
|
|
-36.92% |
3 Months |
|
|
-62.04% |
YTD |
|
|
-70.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.620 |
0.390 |
1M High / 1M Low: |
0.700 |
0.390 |
6M High / 6M Low: |
1.310 |
0.390 |
High (YTD): |
17/01/2024 |
1.520 |
Low (YTD): |
19/09/2024 |
0.390 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.510 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.606 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.923 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
123.78% |
Volatility 6M: |
|
104.43% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |