Morgan Stanley Put 25 UBSG 20.12.2024
/ DE000ME4MJJ8
Morgan Stanley Put 25 UBSG 20.12..../ DE000ME4MJJ8 /
| 11/10/2024 15:54:02 |
Chg.-0.070 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-12.07% |
-
Bid Size: - |
-
Ask Size: - |
UBS GROUP N |
25.00 CHF |
20/12/2024 |
Put |
Master data
| WKN: |
ME4MJJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
UBS GROUP N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
05/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-52.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
-2.62 |
| Time value: |
0.56 |
| Break-even: |
26.11 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.06 |
| Spread %: |
12.00% |
| Delta: |
-0.22 |
| Theta: |
-0.01 |
| Omega: |
-11.47 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.510 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.14% |
| 1 Month |
|
|
-68.13% |
| 3 Months |
|
|
-30.14% |
| YTD |
|
|
-78.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.510 |
| 1M High / 1M Low: |
1.600 |
0.510 |
| 6M High / 6M Low: |
2.910 |
0.510 |
| High (YTD): |
08/02/2024 |
3.030 |
| Low (YTD): |
11/10/2024 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.612 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.916 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.217 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.04% |
| Volatility 6M: |
|
220.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
