Morgan Stanley Put 27.5 LXS 20.09.2024
/ DE000ME572K8
Morgan Stanley Put 27.5 LXS 20.09.../ DE000ME572K8 /
| 2024-06-10 6:26:42 PM |
Chg.- |
Bid10:00:03 PM |
Ask10:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
LANXESS AG |
27.50 - |
2024-09-20 |
Put |
Master data
| WKN: |
ME572K |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
27.50 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-13 |
| Last trading day: |
2024-06-11 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.35 |
| Parity: |
0.40 |
| Time value: |
0.11 |
| Break-even: |
22.40 |
| Moneyness: |
1.17 |
| Premium: |
0.05 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
-0.65 |
| Theta: |
-0.01 |
| Omega: |
-3.02 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.500 |
| High: |
0.520 |
| Low: |
0.500 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+8.51% |
| 3 Months |
|
|
+75.86% |
| YTD |
|
|
+41.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.510 |
0.510 |
| 6M High / 6M Low: |
0.590 |
0.229 |
| High (YTD): |
2024-03-05 |
0.590 |
| Low (YTD): |
2024-05-09 |
0.229 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.510 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.401 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
126.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
