Morgan Stanley Put 90 NKE 16.01.2.../  DE000ME66YF2  /

Stuttgart
6/24/2024  9:05:59 PM Chg.-0.030 Bid10:00:04 PM Ask10:00:04 PM Underlying Strike price Expiration date Option type
0.840EUR -3.45% -
Bid Size: -
-
Ask Size: -
Nike Inc 90.00 USD 1/16/2026 Put
 

Master data

WKN: ME66YF
Issuer: Morgan Stanley
Currency: EUR
Underlying: Nike Inc
Type: Warrant
Option type: Put
Strike price: 90.00 USD
Maturity: 1/16/2026
Issue date: 1/2/2024
Last trading day: 1/16/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -10.45
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.24
Parity: -0.67
Time value: 0.87
Break-even: 75.51
Moneyness: 0.93
Premium: 0.17
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.16%
Delta: -0.30
Theta: -0.01
Omega: -3.11
Rho: -0.56
 

Quote data

Open: 0.850
High: 0.850
Low: 0.830
Previous Close: 0.870
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.68%
1 Month
  -19.23%
3 Months
  -17.65%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.840
1M High / 1M Low: 1.020 0.840
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.894
Avg. volume 1W:   0.000
Avg. price 1M:   0.937
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   44.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -