Morgan Stanley Put 150 SIE 20.09.2024
/ DE000ME48557
Morgan Stanley Put 150 SIE 20.09..../ DE000ME48557 /
| 8/2/2024 8:11:49 PM |
Chg.+0.168 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+92.31% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
150.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
ME4855 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/28/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-80.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
-1.45 |
| Time value: |
0.20 |
| Break-even: |
147.96 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
1.04 |
| Spread abs.: |
0.01 |
| Spread %: |
6.25% |
| Delta: |
-0.18 |
| Theta: |
-0.05 |
| Omega: |
-14.91 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.205 |
| High: |
0.350 |
| Low: |
0.205 |
| Previous Close: |
0.182 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+167.18% |
| 1 Month |
|
|
+141.38% |
| 3 Months |
|
|
+45.83% |
| YTD |
|
|
-49.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.182 |
0.116 |
| 1M High / 1M Low: |
0.182 |
0.077 |
| 6M High / 6M Low: |
0.640 |
0.077 |
| High (YTD): |
1/17/2024 |
0.890 |
| Low (YTD): |
7/12/2024 |
0.077 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.142 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.120 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.247 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
334.79% |
| Volatility 6M: |
|
247.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
