Morgan Stanley Put 95 GXI 20.09.2024
/ DE000ME2LVS0
Morgan Stanley Put 95 GXI 20.09.2.../ DE000ME2LVS0 /
| 19/06/2024 21:07:54 |
Chg.0.00 |
Bid22:00:03 |
Ask22:00:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
GERRESHEIMER AG |
95.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
ME2LVS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
26/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.40 |
| Parity: |
-0.18 |
| Time value: |
1.18 |
| Break-even: |
83.20 |
| Moneyness: |
0.98 |
| Premium: |
0.14 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.07 |
| Spread %: |
6.31% |
| Delta: |
-0.40 |
| Theta: |
-0.06 |
| Omega: |
-3.28 |
| Rho: |
-0.13 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.11 |
| Previous Close: |
1.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.27% |
| 1 Month |
|
|
-2.61% |
| 3 Months |
|
|
+13.13% |
| YTD |
|
|
-33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
0.81 |
| 1M High / 1M Low: |
1.41 |
0.78 |
| 6M High / 6M Low: |
1.99 |
0.78 |
| High (YTD): |
17/01/2024 |
1.99 |
| Low (YTD): |
10/06/2024 |
0.78 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.11% |
| Volatility 6M: |
|
112.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
