Morgan Stanley Put 80 SIX2 20.09.2024
/ DE000ME4MJR1
Morgan Stanley Put 80 SIX2 20.09..../ DE000ME4MJR1 /
| 2024-06-20 6:21:52 PM |
Chg.-0.02 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
-1.54% |
-
Bid Size: - |
-
Ask Size: - |
SIXT SE ST O.N. |
80.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
ME4MJR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.31 |
| Parity: |
1.18 |
| Time value: |
0.18 |
| Break-even: |
66.50 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
3.85% |
| Delta: |
-0.71 |
| Theta: |
-0.02 |
| Omega: |
-3.59 |
| Rho: |
-0.16 |
Quote data
| Open: |
1.28 |
| High: |
1.30 |
| Low: |
1.24 |
| Previous Close: |
1.30 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.29% |
| 1 Month |
|
|
+77.78% |
| 3 Months |
|
|
+161.22% |
| YTD |
|
|
+128.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
1.19 |
| 1M High / 1M Low: |
1.31 |
0.72 |
| 6M High / 6M Low: |
1.31 |
0.25 |
| High (YTD): |
2024-06-14 |
1.31 |
| Low (YTD): |
2024-03-28 |
0.25 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.16% |
| Volatility 6M: |
|
229.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
