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Morgan Stanley Put 200 NSC 20.06..../  DE000ME3HER4  /

Stuttgart
2024-11-19  8:31:46 PM Chg.-0.020 Bid9:39:08 PM Ask9:39:08 PM Underlying Strike price Expiration date Option type
0.350EUR -5.41% 0.370
Bid Size: 40,000		 0.410
Ask Size: 40,000		 Norfolk Southern Cor... 200.00 USD 2025-06-20 Put
 

Master data

WKN: ME3HER
Issuer: Morgan Stanley
Currency: EUR
Underlying: Norfolk Southern Corp
Type: Warrant
Option type: Put
Strike price: 200.00 USD
Maturity: 2025-06-20
Issue date: 2023-11-13
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -60.37
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.25
Parity: -5.87
Time value: 0.41
Break-even: 184.68
Moneyness: 0.76
Premium: 0.25
Premium p.a.: 0.47
Spread abs.: 0.04
Spread %: 10.81%
Delta: -0.11
Theta: -0.03
Omega: -6.82
Rho: -0.19
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.06%
1 Month
  -31.37%
3 Months
  -48.53%
YTD
  -71.31%
1 Year
  -80.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.330
1M High / 1M Low: 0.530 0.330
6M High / 6M Low: 1.420 0.330
High (YTD): 2024-01-17 1.530
Low (YTD): 2024-11-13 0.330
52W High: 2023-11-20 1.860
52W Low: 2024-11-13 0.330
Avg. price 1W:   0.350
Avg. volume 1W:   0.000
Avg. price 1M:   0.424
Avg. volume 1M:   0.000
Avg. price 6M:   0.786
Avg. volume 6M:   0.000
Avg. price 1Y:   0.933
Avg. volume 1Y:   0.000
Volatility 1M:   152.06%
Volatility 6M:   144.77%
Volatility 1Y:   131.99%
Volatility 3Y:   -