Morgan Stanley Put 100 YUM 17.01.2025
/ DE000ME1SST1
Morgan Stanley Put 100 YUM 17.01..../ DE000ME1SST1 /
| 9/18/2024 1:27:23 PM |
Chg.-0.005 |
Bid2:47:33 PM |
Ask2:47:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.094EUR |
-5.05% |
0.095
Bid Size: 2,000 |
0.106
Ask Size: 2,000 |
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: |
-113.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.14 |
| Parity: |
-2.91 |
| Time value: |
0.11 |
| Break-even: |
88.86 |
| Moneyness: |
0.76 |
| Premium: |
0.25 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.01 |
| Spread %: |
9.38% |
| Delta: |
-0.08 |
| Theta: |
-0.02 |
| Omega: |
-8.97 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.094 |
| High: |
0.094 |
| Low: |
0.094 |
| Previous Close: |
0.099 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.76% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-24.19% |
| YTD |
|
|
-68.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.109 |
0.098 |
| 1M High / 1M Low: |
0.109 |
0.082 |
| 6M High / 6M Low: |
0.158 |
0.066 |
| High (YTD): |
1/5/2024 |
0.330 |
| Low (YTD): |
5/27/2024 |
0.066 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.101 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.094 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.114 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.55% |
| Volatility 6M: |
|
108.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
