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Morgan Stanley Put 160 SIE 20.06..../  DE000ME4UEP9  /

Stuttgart
14/11/2024  11:12:34 Chg.-0.230 Bid14/11/2024 Ask14/11/2024 Underlying Strike price Expiration date Option type
0.500EUR -31.51% 0.500
Bid Size: 15,000		 0.510
Ask Size: 15,000		 SIEMENS AG NA O.N. 160.00 EUR 20/06/2025 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: 20/06/2025
Issue date: 07/12/2023
Last trading day: 20/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -24.92
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: -1.94
Time value: 0.72
Break-even: 152.80
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 0.26
Spread abs.: 0.02
Spread %: 2.86%
Delta: -0.25
Theta: -0.03
Omega: -6.21
Rho: -0.31
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.730
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -26.47%
3 Months
  -63.24%
YTD
  -70.06%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.550
1M High / 1M Low: 0.790 0.550
6M High / 6M Low: 1.780 0.550
High (YTD): 05/01/2024 1.960
Low (YTD): 07/11/2024 0.550
52W High: - -
52W Low: - -
Avg. price 1W:   0.644
Avg. volume 1W:   0.000
Avg. price 1M:   0.701
Avg. volume 1M:   0.000
Avg. price 6M:   1.003
Avg. volume 6M:   121.212
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.83%
Volatility 6M:   142.52%
Volatility 1Y:   -
Volatility 3Y:   -