Morgan Stanley Put 100 BG 20.09.2024
/ DE000ME1JM48
Morgan Stanley Put 100 BG 20.09.2.../ DE000ME1JM48 /
| 28/06/2024 15:08:30 |
Chg.+0.004 |
Bid15:50:48 |
Ask15:50:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.196EUR |
+2.08% |
0.189
Bid Size: 40,000 |
0.203
Ask Size: 40,000 |
Bunge Global SA |
100.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
ME1JM4 |
| 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: |
04/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-51.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
-0.72 |
| Time value: |
0.20 |
| Break-even: |
91.44 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
3.17% |
| Delta: |
-0.24 |
| Theta: |
-0.02 |
| Omega: |
-12.39 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.161 |
| High: |
0.196 |
| Low: |
0.161 |
| Previous Close: |
0.192 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.65% |
| 1 Month |
|
|
-21.60% |
| 3 Months |
|
|
-45.56% |
| YTD |
|
|
-40.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.238 |
0.182 |
| 1M High / 1M Low: |
0.290 |
0.182 |
| 6M High / 6M Low: |
0.670 |
0.182 |
| High (YTD): |
08/02/2024 |
0.670 |
| Low (YTD): |
24/06/2024 |
0.182 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.231 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.388 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.26% |
| Volatility 6M: |
|
149.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
