Morgan Stanley Put 100 YUM 19.09.2025
/ DE000ME3JNV3
Morgan Stanley Put 100 YUM 19.09..../ DE000ME3JNV3 /
13/09/2024 13:28:59 |
Chg.-0.010 |
Bid15:44:34 |
Ask15:44:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.270EUR |
-3.57% |
0.270 Bid Size: 25,000 |
0.290 Ask Size: 25,000 |
Yum Brands Inc |
100.00 USD |
19/09/2025 |
Put |
Master data
WKN: |
ME3JNV |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Yum Brands Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 USD |
Maturity: |
19/09/2025 |
Issue date: |
13/11/2023 |
Last trading day: |
19/09/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-40.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.14 |
Parity: |
-3.02 |
Time value: |
0.30 |
Break-even: |
87.26 |
Moneyness: |
0.75 |
Premium: |
0.28 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.01 |
Spread %: |
3.45% |
Delta: |
-0.13 |
Theta: |
-0.01 |
Omega: |
-5.14 |
Rho: |
-0.19 |
Quote data
Open: |
0.270 |
High: |
0.270 |
Low: |
0.270 |
Previous Close: |
0.280 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.85% |
1 Month |
|
|
-6.90% |
3 Months |
|
|
-12.90% |
YTD |
|
|
-59.70% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.300 |
0.260 |
1M High / 1M Low: |
0.300 |
0.230 |
6M High / 6M Low: |
0.390 |
0.195 |
High (YTD): |
05/01/2024 |
0.730 |
Low (YTD): |
27/05/2024 |
0.195 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.280 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.262 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.307 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
89.53% |
Volatility 6M: |
|
100.31% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |