Morgan Stanley Put 95 GXI 21.06.2024
/ DE000ME2LVR2
Morgan Stanley Put 95 GXI 21.06.2.../ DE000ME2LVR2 /
| 2024-05-29 5:15:08 PM |
Chg.- |
Bid8:00:28 AM |
Ask8:00:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
- |
0.530
Bid Size: 5,000 |
0.590
Ask Size: 5,000 |
GERRESHEIMER AG |
95.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
ME2LVR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-26 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-18.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.95 |
| Historic volatility: |
0.40 |
| Parity: |
-0.88 |
| Time value: |
0.56 |
| Break-even: |
89.40 |
| Moneyness: |
0.92 |
| Premium: |
0.14 |
| Premium p.a.: |
6.86 |
| Spread abs.: |
0.06 |
| Spread %: |
12.00% |
| Delta: |
-0.31 |
| Theta: |
-0.19 |
| Omega: |
-5.72 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.520 |
| High: |
0.540 |
| Low: |
0.520 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.00% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-12.90% |
| YTD |
|
|
-60.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.490 |
| 1M High / 1M Low: |
0.890 |
0.490 |
| 6M High / 6M Low: |
1.830 |
0.490 |
| High (YTD): |
2024-01-17 |
1.680 |
| Low (YTD): |
2024-05-28 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.504 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.619 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.029 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.72% |
| Volatility 6M: |
|
155.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
