Morgan Stanley Put 200 CGM 20.12.2024
/ DE000ME78N02
Morgan Stanley Put 200 CGM 20.12..../ DE000ME78N02 /
10/18/2024 6:50:41 PM |
Chg.-0.16 |
Bid8:02:19 PM |
Ask8:02:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.84EUR |
-8.00% |
1.83 Bid Size: 1,000 |
- Ask Size: - |
CAPGEMINI SE INH. EO... |
200.00 EUR |
12/20/2024 |
Put |
Master data
WKN: |
ME78N0 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
CAPGEMINI SE INH. EO 8 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
200.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
1/22/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-9.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.77 |
Intrinsic value: |
1.72 |
Implied volatility: |
0.32 |
Historic volatility: |
0.22 |
Parity: |
1.72 |
Time value: |
0.30 |
Break-even: |
179.90 |
Moneyness: |
1.09 |
Premium: |
0.02 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
1.01% |
Delta: |
-0.71 |
Theta: |
-0.05 |
Omega: |
-6.50 |
Rho: |
-0.26 |
Quote data
Open: |
1.81 |
High: |
1.84 |
Low: |
1.81 |
Previous Close: |
2.00 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.11% |
1 Month |
|
|
+26.90% |
3 Months |
|
|
+26.03% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.07 |
1.90 |
1M High / 1M Low: |
2.07 |
0.99 |
6M High / 6M Low: |
2.74 |
0.99 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.01 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.66 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.78 |
Avg. volume 6M: |
|
32.31 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
235.92% |
Volatility 6M: |
|
171.59% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |