Morgan Stanley Put 30 JKS 20.09.2024
/ DE000ME1GRS0
Morgan Stanley Put 30 JKS 20.09.2.../ DE000ME1GRS0 /
25/07/2024 08:47:20 |
Chg.+0.020 |
Bid11:46:52 |
Ask11:46:52 |
Underlying |
Strike price |
Expiration date |
Option type |
0.960EUR |
+2.13% |
0.940 Bid Size: 20,000 |
0.960 Ask Size: 20,000 |
Jinkosolar Holdings ... |
30.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
ME1GRS |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Jinkosolar Holdings Co Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
30.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
03/10/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-1.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.88 |
Intrinsic value: |
0.88 |
Implied volatility: |
1.18 |
Historic volatility: |
0.56 |
Parity: |
0.88 |
Time value: |
0.11 |
Break-even: |
17.78 |
Moneyness: |
1.47 |
Premium: |
0.06 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.02 |
Spread %: |
2.06% |
Delta: |
-0.72 |
Theta: |
-0.02 |
Omega: |
-1.37 |
Rho: |
-0.04 |
Quote data
Open: |
0.960 |
High: |
0.960 |
Low: |
0.960 |
Previous Close: |
0.940 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.87% |
1 Month |
|
|
-4.00% |
3 Months |
|
|
+18.52% |
YTD |
|
|
+118.18% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.940 |
0.860 |
1M High / 1M Low: |
1.000 |
0.750 |
6M High / 6M Low: |
1.000 |
0.470 |
High (YTD): |
25/06/2024 |
1.000 |
Low (YTD): |
30/05/2024 |
0.470 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.910 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.887 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.720 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
121.69% |
Volatility 6M: |
|
128.41% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |