Morgan Stanley Put 85 GXI 20.09.2024
/ DE000ME2LVT8
Morgan Stanley Put 85 GXI 20.09.2.../ DE000ME2LVT8 /
| 19/06/2024 21:07:54 |
Chg.-0.010 |
Bid22:00:03 |
Ask22:00:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-1.25% |
-
Bid Size: - |
-
Ask Size: - |
GERRESHEIMER AG |
85.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
ME2LVT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
26/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.40 |
| Parity: |
-1.18 |
| Time value: |
0.86 |
| Break-even: |
76.40 |
| Moneyness: |
0.88 |
| Premium: |
0.21 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.06 |
| Spread %: |
7.50% |
| Delta: |
-0.29 |
| Theta: |
-0.07 |
| Omega: |
-3.27 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.790 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.40% |
| 1 Month |
|
|
-9.20% |
| 3 Months |
|
|
+9.72% |
| YTD |
|
|
-38.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.630 |
| 1M High / 1M Low: |
0.980 |
0.620 |
| 6M High / 6M Low: |
1.450 |
0.620 |
| High (YTD): |
17/01/2024 |
1.450 |
| Low (YTD): |
10/06/2024 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.756 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.770 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.966 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.58% |
| Volatility 6M: |
|
102.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
