Morgan Stanley Put 375 LOR 20.09..../  DE000ME162D3  /

Stuttgart
16/07/2024  20:30:43 Chg.- Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.480EUR - -
Bid Size: -
-
Ask Size: -
L OREAL INH. E... 375.00 - 20/09/2024 Put
 

Master data

WKN: ME162D
Issuer: Morgan Stanley
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Put
Strike price: 375.00 -
Maturity: 20/09/2024
Issue date: 26/09/2023
Last trading day: 17/07/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -70.47
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.19
Parity: -0.56
Time value: 0.54
Break-even: 369.60
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 0.33
Spread abs.: 0.07
Spread %: 14.89%
Delta: -0.36
Theta: -0.10
Omega: -25.46
Rho: -0.14
 

Quote data

Open: 0.430
High: 0.500
Low: 0.430
Previous Close: 0.360
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+33.33%
3 Months  
+109.61%
YTD
  -48.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.480 0.360
6M High / 6M Low: 1.040 0.174
High (YTD): 17/01/2024 1.220
Low (YTD): 07/06/2024 0.174
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.420
Avg. volume 1M:   0.000
Avg. price 6M:   0.481
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   273.14%
Volatility 1Y:   -
Volatility 3Y:   -