Morgan Stanley Put 11 NDX1 20.12.2024
/ DE000ME6D5C7
Morgan Stanley Put 11 NDX1 20.12..../ DE000ME6D5C7 /
| 2024-11-04 5:13:37 PM |
Chg.-0.050 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-10.00% |
-
Bid Size: - |
-
Ask Size: - |
NORDEX SE O.N. |
11.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
ME6D5C |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-21.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.40 |
| Parity: |
-2.25 |
| Time value: |
0.61 |
| Break-even: |
10.39 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
3.72 |
| Spread abs.: |
0.11 |
| Spread %: |
22.00% |
| Delta: |
-0.22 |
| Theta: |
-0.01 |
| Omega: |
-4.80 |
| Rho: |
0.00 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.450 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.38% |
| 1 Month |
|
|
-15.09% |
| 3 Months |
|
|
-57.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.390 |
| 1M High / 1M Low: |
0.570 |
0.390 |
| 6M High / 6M Low: |
1.450 |
0.390 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.486 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.502 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.879 |
| Avg. volume 6M: |
|
69.231 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.59% |
| Volatility 6M: |
|
109.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
