Morgan Stanley Put 85 GXI 20.09.2024
/ DE000ME2LVT8
Morgan Stanley Put 85 GXI 20.09.2.../ DE000ME2LVT8 /
| 5/28/2024 10:08:27 AM |
Chg.-0.020 |
Bid5:35:34 PM |
Ask5:35:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-2.50% |
0.810
Bid Size: 5,000 |
0.870
Ask Size: 5,000 |
GERRESHEIMER AG |
85.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
ME2LVT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/26/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.40 |
| Parity: |
-2.08 |
| Time value: |
0.86 |
| Break-even: |
76.40 |
| Moneyness: |
0.80 |
| Premium: |
0.28 |
| Premium p.a.: |
1.18 |
| Spread abs.: |
0.06 |
| Spread %: |
7.50% |
| Delta: |
-0.23 |
| Theta: |
-0.06 |
| Omega: |
-2.87 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.36% |
| 1 Month |
|
|
-20.41% |
| 3 Months |
|
|
+8.33% |
| YTD |
|
|
-39.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.760 |
| 1M High / 1M Low: |
0.980 |
0.760 |
| 6M High / 6M Low: |
1.620 |
0.670 |
| High (YTD): |
1/17/2024 |
1.450 |
| Low (YTD): |
3/6/2024 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.842 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.877 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.056 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.10% |
| Volatility 6M: |
|
102.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
