Morgan Stanley Put 80 NEM 20.12.2024
/ DE000ME5Z7C8
Morgan Stanley Put 80 NEM 20.12.2.../ DE000ME5Z7C8 /
2024-09-20 8:21:43 AM |
Chg.0.000 |
Bid10:33:35 AM |
Ask10:33:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
0.00% |
0.280 Bid Size: 40,000 |
0.330 Ask Size: 40,000 |
NEMETSCHEK SE O.N. |
80.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
ME5Z7C |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
NEMETSCHEK SE O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-28 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-29.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.30 |
Parity: |
-1.07 |
Time value: |
0.31 |
Break-even: |
76.90 |
Moneyness: |
0.88 |
Premium: |
0.15 |
Premium p.a.: |
0.76 |
Spread abs.: |
0.05 |
Spread %: |
19.23% |
Delta: |
-0.24 |
Theta: |
-0.03 |
Omega: |
-6.91 |
Rho: |
-0.06 |
Quote data
Open: |
0.260 |
High: |
0.260 |
Low: |
0.260 |
Previous Close: |
0.260 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.13% |
1 Month |
|
|
-25.71% |
3 Months |
|
|
-56.67% |
YTD |
|
|
-83.65% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.260 |
1M High / 1M Low: |
0.390 |
0.260 |
6M High / 6M Low: |
1.030 |
0.260 |
High (YTD): |
2024-01-04 |
1.740 |
Low (YTD): |
2024-09-19 |
0.260 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.304 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.316 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.579 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
142.49% |
Volatility 6M: |
|
129.11% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |