Morgan Stanley Put 35 IFX 20.12.2024
/ DE000ME3VFJ9
Morgan Stanley Put 35 IFX 20.12.2.../ DE000ME3VFJ9 /
| 8/5/2024 9:22:35 PM |
Chg.- |
Bid9:50:01 AM |
Ask9:50:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.78EUR |
- |
5.86
Bid Size: 22,500 |
5.87
Ask Size: 22,500 |
INFINEON TECH.AG NA ... |
35.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
ME3VFJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
11/17/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.67 |
| Intrinsic value: |
5.08 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.36 |
| Parity: |
5.08 |
| Time value: |
0.79 |
| Break-even: |
29.14 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.11 |
| Spread %: |
1.91% |
| Delta: |
-0.69 |
| Theta: |
-0.01 |
| Omega: |
-3.51 |
| Rho: |
-0.10 |
Quote data
| Open: |
6.14 |
| High: |
6.14 |
| Low: |
5.78 |
| Previous Close: |
6.29 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.46% |
| 1 Month |
|
|
+127.56% |
| 3 Months |
|
|
+19.18% |
| YTD |
|
|
+70.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.29 |
4.22 |
| 1M High / 1M Low: |
6.29 |
2.46 |
| 6M High / 6M Low: |
6.29 |
1.99 |
| High (YTD): |
8/2/2024 |
6.29 |
| Low (YTD): |
6/12/2024 |
1.99 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.32% |
| Volatility 6M: |
|
159.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
