Morgan Stanley Put 160 SIE 20.06.2025
/ DE000ME4UEP9
Morgan Stanley Put 160 SIE 20.06..../ DE000ME4UEP9 /
| 7/31/2024 5:19:08 PM |
Chg.-0.03 |
Bid8:14:10 PM |
Ask8:14:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
-2.63% |
1.09
Bid Size: 5,000 |
1.11
Ask Size: 5,000 |
SIEMENS AG NA O.N. |
160.00 EUR |
6/20/2025 |
Put |
Master data
| WKN: |
ME4UEP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
12/7/2023 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
-0.85 |
| Time value: |
1.16 |
| Break-even: |
148.40 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
1.75% |
| Delta: |
-0.33 |
| Theta: |
-0.02 |
| Omega: |
-4.78 |
| Rho: |
-0.59 |
Quote data
| Open: |
1.10 |
| High: |
1.11 |
| Low: |
1.10 |
| Previous Close: |
1.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.74% |
| 1 Month |
|
|
+7.77% |
| 3 Months |
|
|
+3.74% |
| YTD |
|
|
-33.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.15 |
1.07 |
| 1M High / 1M Low: |
1.15 |
0.72 |
| 6M High / 6M Low: |
1.64 |
0.72 |
| High (YTD): |
1/5/2024 |
1.96 |
| Low (YTD): |
7/12/2024 |
0.72 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.12 |
| Avg. volume 1W: |
|
400 |
| Avg. price 1M: |
|
0.96 |
| Avg. volume 1M: |
|
90.91 |
| Avg. price 6M: |
|
1.09 |
| Avg. volume 6M: |
|
15.75 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.05% |
| Volatility 6M: |
|
113.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
