Morgan Stanley Put 250 ALGN 20.12.2024
/ DE000ME5KGD8
Morgan Stanley Put 250 ALGN 20.12.../ DE000ME5KGD8 /
| 7/10/2024 6:58:11 PM |
Chg.+0.04 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
+3.92% |
-
Bid Size: - |
-
Ask Size: - |
Align Technology Inc |
250.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
ME5KGD |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-18.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.42 |
| Parity: |
0.23 |
| Time value: |
0.99 |
| Break-even: |
218.98 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.19 |
| Spread %: |
18.45% |
| Delta: |
-0.45 |
| Theta: |
-0.03 |
| Omega: |
-8.53 |
| Rho: |
-0.52 |
Quote data
| Open: |
1.01 |
| High: |
1.06 |
| Low: |
1.01 |
| Previous Close: |
1.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.19% |
| 1 Month |
|
|
+3.92% |
| 3 Months |
|
|
+65.63% |
| YTD |
|
|
+17.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
1.02 |
| 1M High / 1M Low: |
1.25 |
0.88 |
| 6M High / 6M Low: |
1.25 |
0.61 |
| High (YTD): |
6/25/2024 |
1.25 |
| Low (YTD): |
4/9/2024 |
0.61 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.73% |
| Volatility 6M: |
|
99.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
