Morgan Stanley Put 80 NEM 20.09.2024
/ DE000ME3VFC4
Morgan Stanley Put 80 NEM 20.09.2.../ DE000ME3VFC4 /
| 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: |
|
- |
