Morgan Stanley Put 100 EL 20.12.2024
/ DE000ME2QFK9
Morgan Stanley Put 100 EL 20.12.2.../ DE000ME2QFK9 /
| 31/07/2024 18:30:13 |
Chg.-0.08 |
Bid20:35:15 |
Ask20:35:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.97EUR |
-7.62% |
0.96
Bid Size: 40,000 |
0.97
Ask Size: 40,000 |
Estee Lauder Compani... |
100.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
ME2QFK |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
27/10/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.39 |
| Parity: |
0.05 |
| Time value: |
0.99 |
| Break-even: |
82.06 |
| Moneyness: |
1.01 |
| Premium: |
0.11 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
0.97% |
| Delta: |
-0.43 |
| Theta: |
-0.03 |
| Omega: |
-3.80 |
| Rho: |
-0.19 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
0.97 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.90% |
| 1 Month |
|
|
+22.78% |
| 3 Months |
|
|
+246.43% |
| YTD |
|
|
+125.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.05 |
0.93 |
| 1M High / 1M Low: |
1.14 |
0.73 |
| 6M High / 6M Low: |
1.14 |
0.23 |
| High (YTD): |
19/07/2024 |
1.14 |
| Low (YTD): |
28/03/2024 |
0.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.94% |
| Volatility 6M: |
|
155.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
