Morgan Stanley Put 200 ROG 20.09.2024
/ DE000ME2AXR1
Morgan Stanley Put 200 ROG 20.09..../ DE000ME2AXR1 /
| 2024-06-27 6:19:44 PM |
Chg.- |
Bid9:04:32 AM |
Ask9:04:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.007EUR |
- |
0.007
Bid Size: 250,000 |
0.040
Ask Size: 250,000 |
ROCHE GS |
200.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
ME2AXR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ROCHE GS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-64.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.22 |
| Parity: |
-0.51 |
| Time value: |
0.04 |
| Break-even: |
203.89 |
| Moneyness: |
0.80 |
| Premium: |
0.21 |
| Premium p.a.: |
1.32 |
| Spread abs.: |
0.03 |
| Spread %: |
471.43% |
| Delta: |
-0.13 |
| Theta: |
-0.07 |
| Omega: |
-8.19 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.007 |
| High: |
0.007 |
| Low: |
0.007 |
| Previous Close: |
0.008 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-53.33% |
| 3 Months |
|
|
-75.86% |
| YTD |
|
|
-83.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.008 |
0.007 |
| 1M High / 1M Low: |
0.016 |
0.007 |
| 6M High / 6M Low: |
0.055 |
0.007 |
| High (YTD): |
2024-02-08 |
0.055 |
| Low (YTD): |
2024-06-27 |
0.007 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.007 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.010 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.029 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.69% |
| Volatility 6M: |
|
179.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
