Morgan Stanley Put 90 PM 20.12.20.../  DE000ME97PN9  /

Stuttgart
6/7/2024  6:56:50 PM Chg.+0.007 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.138EUR +5.34% -
Bid Size: -
-
Ask Size: -
Philip Morris Intern... 90.00 USD 12/20/2024 Put
 

Master data

WKN: ME97PN
Issuer: Morgan Stanley
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Put
Strike price: 90.00 USD
Maturity: 12/20/2024
Issue date: 2/26/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -64.38
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.15
Parity: -1.26
Time value: 0.15
Break-even: 81.83
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 3.47%
Delta: -0.16
Theta: -0.01
Omega: -10.10
Rho: -0.09
 

Quote data

Open: 0.134
High: 0.138
Low: 0.134
Previous Close: 0.131
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.14%
1 Month
  -40.26%
3 Months
  -70.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.156 0.131
1M High / 1M Low: 0.231 0.131
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.140
Avg. volume 1W:   0.000
Avg. price 1M:   0.183
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -