Morgan Stanley Put 100 BG 20.09.2024
/ DE000ME1G3H3
Morgan Stanley Put 100 BG 20.09.2.../ DE000ME1G3H3 /
10/07/2024 14:58:52 |
Chg.+0.011 |
Bid18:25:56 |
Ask18:25:56 |
Underlying |
Strike price |
Expiration date |
Option type |
0.193EUR |
+6.04% |
0.183 Bid Size: 40,000 |
0.221 Ask Size: 40,000 |
Bunge Global SA |
100.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
ME1G3H |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Bunge Global SA |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
03/10/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-42.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.22 |
Parity: |
-0.93 |
Time value: |
0.24 |
Break-even: |
90.08 |
Moneyness: |
0.91 |
Premium: |
0.12 |
Premium p.a.: |
0.74 |
Spread abs.: |
0.04 |
Spread %: |
20.10% |
Delta: |
-0.23 |
Theta: |
-0.03 |
Omega: |
-9.93 |
Rho: |
-0.05 |
Quote data
Open: |
0.195 |
High: |
0.195 |
Low: |
0.193 |
Previous Close: |
0.182 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.10% |
1 Month |
|
|
-35.67% |
3 Months |
|
|
-57.11% |
YTD |
|
|
-72.03% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.182 |
1M High / 1M Low: |
0.410 |
0.182 |
6M High / 6M Low: |
1.430 |
0.182 |
High (YTD): |
08/02/2024 |
1.430 |
Low (YTD): |
09/07/2024 |
0.182 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.200 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.287 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.671 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
190.68% |
Volatility 6M: |
|
179.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |