Morgan Stanley Put 300 Orsted A/S 20.09.2024
/ DE000ME4MJW1
Morgan Stanley Put 300 Orsted A/S.../ DE000ME4MJW1 /
2024-07-25 9:07:49 AM |
Chg.+0.010 |
Bid2024-07-25 |
Ask2024-07-25 |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
+5.00% |
0.210 Bid Size: 100,000 |
0.260 Ask Size: 100,000 |
- |
300.00 DKK |
2024-09-20 |
Put |
Master data
WKN: |
ME4MJW |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
300.00 DKK |
Maturity: |
2024-09-20 |
Issue date: |
2023-12-05 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-20.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.99 |
Historic volatility: |
0.55 |
Parity: |
-1.21 |
Time value: |
0.26 |
Break-even: |
37.60 |
Moneyness: |
0.77 |
Premium: |
0.28 |
Premium p.a.: |
3.88 |
Spread abs.: |
0.06 |
Spread %: |
30.00% |
Delta: |
-0.19 |
Theta: |
-0.05 |
Omega: |
-3.80 |
Rho: |
-0.02 |
Quote data
Open: |
0.210 |
High: |
0.210 |
Low: |
0.210 |
Previous Close: |
0.200 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.48% |
1 Month |
|
|
-16.00% |
3 Months |
|
|
-52.27% |
YTD |
|
|
-71.23% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.200 |
1M High / 1M Low: |
0.260 |
0.199 |
6M High / 6M Low: |
0.690 |
0.140 |
High (YTD): |
2024-01-03 |
0.780 |
Low (YTD): |
2024-06-05 |
0.140 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.208 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.223 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.388 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
72.33% |
Volatility 6M: |
|
131.41% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |