Morgan Stanley Put 20 ARRD 20.09.2024
/ DE000ME161B9
Morgan Stanley Put 20 ARRD 20.09..../ DE000ME161B9 /
26/08/2024 10:39:52 |
Chg.-0.004 |
Bid12:13:54 |
Ask12:13:54 |
Underlying |
Strike price |
Expiration date |
Option type |
0.021EUR |
-16.00% |
0.020 Bid Size: 250,000 |
0.040 Ask Size: 250,000 |
ARCELORMITTAL S.A. N... |
20.00 EUR |
20/09/2024 |
Put |
Master data
WKN: |
ME161B |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
ARCELORMITTAL S.A. NOUV. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
26/09/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-58.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.70 |
Historic volatility: |
0.25 |
Parity: |
-0.35 |
Time value: |
0.04 |
Break-even: |
19.60 |
Moneyness: |
0.85 |
Premium: |
0.17 |
Premium p.a.: |
8.56 |
Spread abs.: |
0.02 |
Spread %: |
73.91% |
Delta: |
-0.16 |
Theta: |
-0.02 |
Omega: |
-9.47 |
Rho: |
0.00 |
Quote data
Open: |
0.021 |
High: |
0.021 |
Low: |
0.021 |
Previous Close: |
0.025 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.23% |
1 Month |
|
|
-58.00% |
3 Months |
|
|
-22.22% |
YTD |
|
|
-70.83% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.031 |
0.023 |
1M High / 1M Low: |
0.114 |
0.023 |
6M High / 6M Low: |
0.114 |
0.018 |
High (YTD): |
05/08/2024 |
0.114 |
Low (YTD): |
03/06/2024 |
0.018 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.027 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.058 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.049 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
459.44% |
Volatility 6M: |
|
273.49% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |