Morgan Stanley Put 20 DUE 20.09.2024
/ DE000ME9RWV4
Morgan Stanley Put 20 DUE 20.09.2.../ DE000ME9RWV4 /
2024-07-11 6:57:55 PM |
Chg.- |
Bid9:56:16 AM |
Ask9:56:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.087EUR |
- |
0.093 Bid Size: 175,000 |
0.112 Ask Size: 175,000 |
DUERR AG O.N. |
20.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
ME9RWV |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
DUERR AG O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-03-07 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-19.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.30 |
Parity: |
-0.09 |
Time value: |
0.11 |
Break-even: |
18.90 |
Moneyness: |
0.96 |
Premium: |
0.10 |
Premium p.a.: |
0.62 |
Spread abs.: |
0.02 |
Spread %: |
26.44% |
Delta: |
-0.36 |
Theta: |
-0.01 |
Omega: |
-6.78 |
Rho: |
-0.02 |
Quote data
Open: |
0.083 |
High: |
0.094 |
Low: |
0.083 |
Previous Close: |
0.090 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.53% |
1 Month |
|
|
+26.09% |
3 Months |
|
|
-27.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.103 |
0.083 |
1M High / 1M Low: |
0.138 |
0.069 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.091 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.103 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
168.84% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |