OverviewChartNewsTraderScreen

Morgan Stanley Put 100 YUM 17.01..../  DE000ME1SST1  /

Stuttgart
10/15/2024  12:43:27 PM Chg.-0.008 Bid4:06:19 PM Ask4:06:19 PM Underlying Strike price Expiration date Option type
0.068EUR -10.53% 0.075
Bid Size: 25,000		 0.085
Ask Size: 25,000		 Yum Brands Inc 100.00 USD 1/17/2025 Put
 

Master data

WKN: ME1SST
Issuer: Morgan Stanley
Currency: EUR
Underlying: Yum Brands Inc
Type: Warrant
Option type: Put
Strike price: 100.00 USD
Maturity: 1/17/2025
Issue date: 10/9/2023
Last trading day: 1/17/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -148.71
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.14
Parity: -3.18
Time value: 0.08
Break-even: 90.84
Moneyness: 0.74
Premium: 0.26
Premium p.a.: 1.48
Spread abs.: 0.01
Spread %: 10.67%
Delta: -0.06
Theta: -0.02
Omega: -9.65
Rho: -0.02
 

Quote data

Open: 0.068
High: 0.068
Low: 0.068
Previous Close: 0.076
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.45%
1 Month
  -30.61%
3 Months
  -43.80%
YTD
  -77.33%
1 Year
  -89.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.078 0.069
1M High / 1M Low: 0.099 0.061
6M High / 6M Low: 0.145 0.061
High (YTD): 1/5/2024 0.330
Low (YTD): 9/26/2024 0.061
52W High: 10/23/2023 0.600
52W Low: 9/26/2024 0.061
Avg. price 1W:   0.074
Avg. volume 1W:   0.000
Avg. price 1M:   0.076
Avg. volume 1M:   0.000
Avg. price 6M:   0.104
Avg. volume 6M:   0.000
Avg. price 1Y:   0.202
Avg. volume 1Y:   0.000
Volatility 1M:   108.74%
Volatility 6M:   111.70%
Volatility 1Y:   99.19%
Volatility 3Y:   -