Morgan Stanley Put 80 NEM 20.09.2.../  DE000ME3VFC4  /

Stuttgart
14/06/2024  21:22:19 Chg.+0.050 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
0.430EUR +13.16% -
Bid Size: -
-
Ask Size: -
NEMETSCHEK SE O.N. 80.00 EUR 20/09/2024 Put
 

Master data

WKN: ME3VFC
Issuer: Morgan Stanley
Currency: EUR
Underlying: NEMETSCHEK SE O.N.
Type: Warrant
Option type: Put
Strike price: 80.00 EUR
Maturity: 20/09/2024
Issue date: 17/11/2023
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -18.90
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.31
Parity: -1.07
Time value: 0.48
Break-even: 75.20
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 0.81
Spread abs.: 0.06
Spread %: 14.29%
Delta: -0.27
Theta: -0.04
Omega: -5.04
Rho: -0.08
 

Quote data

Open: 0.400
High: 0.430
Low: 0.400
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.44%
1 Month
  -6.52%
3 Months
  -46.91%
YTD
  -66.92%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.350
1M High / 1M Low: 0.500 0.320
6M High / 6M Low: 1.510 0.320
High (YTD): 04/01/2024 1.510
Low (YTD): 06/06/2024 0.320
52W High: - -
52W Low: - -
Avg. price 1W:   0.378
Avg. volume 1W:   0.000
Avg. price 1M:   0.400
Avg. volume 1M:   0.000
Avg. price 6M:   0.835
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.04%
Volatility 6M:   120.33%
Volatility 1Y:   -
Volatility 3Y:   -