Morgan Stanley Put 100 KMB 20.06.2025
/ DE000ME3HES2
Morgan Stanley Put 100 KMB 20.06..../ DE000ME3HES2 /
| 2024-10-11 1:43:20 PM |
Chg.-0.005 |
Bid6:33:28 PM |
Ask6:33:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
-2.56% |
0.188
Bid Size: 10,000 |
0.219
Ask Size: 10,000 |
Kimberly Clark Corp |
100.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
ME3HES |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Kimberly Clark Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-59.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.16 |
| Parity: |
-3.76 |
| Time value: |
0.22 |
| Break-even: |
89.28 |
| Moneyness: |
0.71 |
| Premium: |
0.31 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.02 |
| Spread %: |
11.79% |
| Delta: |
-0.10 |
| Theta: |
-0.01 |
| Omega: |
-5.74 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.195 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
-15.56% |
| 3 Months |
|
|
-7.32% |
| YTD |
|
|
-52.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.201 |
0.180 |
| 1M High / 1M Low: |
0.225 |
0.175 |
| 6M High / 6M Low: |
0.340 |
0.141 |
| High (YTD): |
2024-03-20 |
0.420 |
| Low (YTD): |
2024-06-04 |
0.141 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.194 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.191 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.193 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.79% |
| Volatility 6M: |
|
114.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
