Morgan Stanley Put 150 EL 20.09.2024
/ DE000ME18F54
Morgan Stanley Put 150 EL 20.09.2.../ DE000ME18F54 /
| 2024-08-01 11:09:30 AM |
Chg.+0.04 |
Bid4:57:46 PM |
Ask4:57:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.70EUR |
+0.86% |
4.92
Bid Size: 20,000 |
4.96
Ask Size: 20,000 |
Estee Lauder Compani... |
150.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
ME18F5 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.66 |
| Intrinsic value: |
4.66 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.39 |
| Parity: |
4.66 |
| Time value: |
0.05 |
| Break-even: |
91.48 |
| Moneyness: |
1.51 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.21% |
| Delta: |
-0.89 |
| Theta: |
-0.04 |
| Omega: |
-1.74 |
| Rho: |
-0.18 |
Quote data
| Open: |
4.70 |
| High: |
4.70 |
| Low: |
4.70 |
| Previous Close: |
4.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.40% |
| 1 Month |
|
|
+11.11% |
| 3 Months |
|
|
+243.07% |
| YTD |
|
|
+183.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.82 |
4.58 |
| 1M High / 1M Low: |
4.84 |
4.02 |
| 6M High / 6M Low: |
4.84 |
1.04 |
| High (YTD): |
2024-07-19 |
4.84 |
| Low (YTD): |
2024-03-13 |
1.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.43 |
| Avg. volume 6M: |
|
236.22 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.44% |
| Volatility 6M: |
|
147.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
