Morgan Stanley Put 300 Orsted A/S 20.12.2024
/ DE000ME5Z965
Morgan Stanley Put 300 Orsted A/S.../ DE000ME5Z965 /
| 2024-07-25 8:23:34 AM |
Chg.+0.010 |
Bid10:15:24 AM |
Ask10:15:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
+2.56% |
0.400
Bid Size: 100,000 |
0.450
Ask Size: 100,000 |
- |
300.00 DKK |
2024-12-20 |
Put |
Master data
| WKN: |
ME5Z96 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 DKK |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.55 |
| Parity: |
-1.21 |
| Time value: |
0.45 |
| Break-even: |
35.70 |
| Moneyness: |
0.77 |
| Premium: |
0.32 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.06 |
| Spread %: |
15.38% |
| Delta: |
-0.21 |
| Theta: |
-0.03 |
| Omega: |
-2.50 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-13.04% |
| 3 Months |
|
|
-39.39% |
| YTD |
|
|
-55.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.390 |
| 1M High / 1M Low: |
0.490 |
0.380 |
| 6M High / 6M Low: |
0.900 |
0.310 |
| High (YTD): |
2024-01-03 |
0.950 |
| Low (YTD): |
2024-06-05 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.424 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.587 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.72% |
| Volatility 6M: |
|
97.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
