Morgan Stanley Put 100 YUM 20.12.2024
/ DE000ME1TZE6
Morgan Stanley Put 100 YUM 20.12..../ DE000ME1TZE6 /
| 2024-08-01 8:31:38 AM |
Chg.-0.005 |
Bid1:17:47 PM |
Ask1:17:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.097EUR |
-4.90% |
0.097
Bid Size: 2,000 |
0.128
Ask Size: 2,000 |
Yum Brands Inc |
100.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
ME1TZE |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-110.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.14 |
| Parity: |
-3.03 |
| Time value: |
0.11 |
| Break-even: |
91.28 |
| Moneyness: |
0.75 |
| Premium: |
0.26 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.01 |
| Spread %: |
7.77% |
| Delta: |
-0.08 |
| Theta: |
-0.01 |
| Omega: |
-8.75 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.097 |
| High: |
0.097 |
| Low: |
0.097 |
| Previous Close: |
0.102 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.14% |
| 1 Month |
|
|
-17.09% |
| 3 Months |
|
|
-12.61% |
| YTD |
|
|
-65.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.123 |
0.102 |
| 1M High / 1M Low: |
0.126 |
0.102 |
| 6M High / 6M Low: |
0.270 |
0.057 |
| High (YTD): |
2024-01-05 |
0.310 |
| Low (YTD): |
2024-05-27 |
0.057 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.113 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.119 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.02% |
| Volatility 6M: |
|
125.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
