Morgan Stanley Put 85 GXI 20.09.2024
/ DE000ME2LVT8
Morgan Stanley Put 85 GXI 20.09.2.../ DE000ME2LVT8 /
2024-05-13 9:20:17 PM |
Chg.-0.010 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.860EUR |
-1.15% |
- Bid Size: - |
- Ask Size: - |
GERRESHEIMER AG |
85.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
ME2LVT |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
GERRESHEIMER AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
85.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-26 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-10.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.75 |
Historic volatility: |
0.38 |
Parity: |
-1.54 |
Time value: |
0.93 |
Break-even: |
75.70 |
Moneyness: |
0.85 |
Premium: |
0.25 |
Premium p.a.: |
0.85 |
Spread abs.: |
0.06 |
Spread %: |
6.90% |
Delta: |
-0.27 |
Theta: |
-0.05 |
Omega: |
-2.87 |
Rho: |
-0.13 |
Quote data
Open: |
0.920 |
High: |
0.920 |
Low: |
0.860 |
Previous Close: |
0.870 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.37% |
1 Month |
|
|
-12.24% |
3 Months |
|
|
-25.22% |
YTD |
|
|
-32.81% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.900 |
0.870 |
1M High / 1M Low: |
1.060 |
0.870 |
6M High / 6M Low: |
1.650 |
0.670 |
High (YTD): |
2024-01-17 |
1.450 |
Low (YTD): |
2024-03-06 |
0.670 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.882 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.956 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.111 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
47.53% |
Volatility 6M: |
|
104.09% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |