Morgan Stanley Put 125 6MK 21.03.2025
/ DE000ME85TN6
Morgan Stanley Put 125 6MK 21.03..../ DE000ME85TN6 /
| 6/27/2024 4:57:41 PM |
Chg.+0.100 |
Bid6:30:28 PM |
Ask6:30:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+19.61% |
0.650
Bid Size: 125,000 |
0.660
Ask Size: 125,000 |
MERCK CO. D... |
125.00 - |
3/21/2025 |
Put |
Master data
| WKN: |
ME85TN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
2/5/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.16 |
| Parity: |
0.19 |
| Time value: |
0.37 |
| Break-even: |
119.40 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
-0.44 |
| Theta: |
-0.01 |
| Omega: |
-9.65 |
| Rho: |
-0.44 |
Quote data
| Open: |
0.530 |
| High: |
0.610 |
| Low: |
0.530 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.17% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-4.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.500 |
| 1M High / 1M Low: |
0.790 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.538 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.613 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
