Morgan Stanley Knock-Out EDEN
/ DE000ME3DA53
Morgan Stanley Knock-Out EDEN/ DE000ME3DA53 /
| 16/08/2024 18:15:59 |
Chg.0.00 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.12EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Edenred SA |
58.802 EUR |
31/12/2078 |
Put |
Master data
| Issuer: |
Morgan Stanley |
| WKN: |
ME3DA5 |
| Currency: |
EUR |
| Underlying: |
Edenred SA |
| Type: |
Knock-out |
| Option type: |
Put |
| Strike price: |
58.802 EUR |
| Maturity: |
Endless |
| Issue date: |
09/11/2023 |
| Last trading day: |
31/12/2078 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.75 |
| Knock-out: |
58.802 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
-21.602 |
| Distance to knock-out %: |
-58.07% |
| Distance to strike price: |
-21.602 |
| Distance to strike price %: |
-58.07% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
0.94% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.13 |
| High: |
2.13 |
| Low: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.61% |
| 1 Month |
|
|
+17.78% |
| 3 Months |
|
|
+63.08% |
| YTD |
|
|
+247.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.28 |
2.12 |
| 1M High / 1M Low: |
2.32 |
1.67 |
| 6M High / 6M Low: |
2.32 |
0.38 |
| High (YTD): |
06/08/2024 |
2.32 |
| Low (YTD): |
22/01/2024 |
0.16 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.65% |
| Volatility 6M: |
|
254.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
