Morgan Stanley Put 20 ARRD 20.09.2024
/ DE000ME161B9
Morgan Stanley Put 20 ARRD 20.09..../ DE000ME161B9 /
| 7/23/2024 2:02:08 PM |
Chg.+0.007 |
Bid3:57:53 PM |
Ask3:57:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.060EUR |
+13.21% |
0.065
Bid Size: 100,000 |
0.075
Ask Size: 100,000 |
ARCELORMITTAL S.A. N... |
20.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-38.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.25 |
| Parity: |
-0.35 |
| Time value: |
0.06 |
| Break-even: |
19.39 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
1.73 |
| Spread abs.: |
0.01 |
| Spread %: |
24.49% |
| Delta: |
-0.19 |
| Theta: |
-0.01 |
| Omega: |
-7.37 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.052 |
| High: |
0.060 |
| Low: |
0.052 |
| Previous Close: |
0.053 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.66% |
| 1 Month |
|
|
+39.53% |
| 3 Months |
|
|
-3.23% |
| YTD |
|
|
-16.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.058 |
0.045 |
| 1M High / 1M Low: |
0.066 |
0.041 |
| 6M High / 6M Low: |
0.083 |
0.018 |
| High (YTD): |
1/17/2024 |
0.096 |
| Low (YTD): |
6/3/2024 |
0.018 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.050 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.050 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.62% |
| Volatility 6M: |
|
218.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
