Morgan Stanley Put 100 CHD 20.12..../  DE000ME73ZZ3  /

Stuttgart
11/11/2024  17:41:30 Chg.- Bid08:26:49 Ask08:26:49 Underlying Strike price Expiration date Option type
0.114EUR - 0.103
Bid Size: 12,500
-
Ask Size: -
Church and Dwight Co... 100.00 - 20/12/2024 Put
 

Master data

WKN: ME73ZZ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Church and Dwight Co Inc
Type: Warrant
Option type: Put
Strike price: 100.00 -
Maturity: 20/12/2024
Issue date: 18/01/2024
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -81.46
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.16
Parity: -0.10
Time value: 0.12
Break-even: 98.76
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 5.98%
Delta: -0.38
Theta: -0.02
Omega: -30.71
Rho: -0.04
 

Quote data

Open: 0.125
High: 0.125
Low: 0.114
Previous Close: 0.123
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -39.04%
1 Month
  -65.45%
3 Months
  -78.08%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.187 0.114
1M High / 1M Low: 0.350 0.114
6M High / 6M Low: 0.630 0.114
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.147
Avg. volume 1W:   0.000
Avg. price 1M:   0.249
Avg. volume 1M:   0.000
Avg. price 6M:   0.343
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   246.21%
Volatility 6M:   170.43%
Volatility 1Y:   -
Volatility 3Y:   -