Morgan Stanley Put 40 DAL 20.12.2024
/ DE000ME6NAF8
Morgan Stanley Put 40 DAL 20.12.2.../ DE000ME6NAF8 /
| 2024-10-11 2:22:51 PM |
Chg.-0.001 |
Bid7:41:03 PM |
Ask7:41:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.037EUR |
-2.63% |
0.038
Bid Size: 200,000 |
0.040
Ask Size: 200,000 |
Delta Air Lines Inc |
40.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
ME6NAF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-09 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-109.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.28 |
| Parity: |
-0.94 |
| Time value: |
0.04 |
| Break-even: |
36.16 |
| Moneyness: |
0.80 |
| Premium: |
0.21 |
| Premium p.a.: |
1.75 |
| Spread abs.: |
0.00 |
| Spread %: |
7.69% |
| Delta: |
-0.09 |
| Theta: |
-0.01 |
| Omega: |
-10.25 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.036 |
| High: |
0.037 |
| Low: |
0.036 |
| Previous Close: |
0.038 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-77.84% |
| 3 Months |
|
|
-78.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.074 |
0.038 |
| 1M High / 1M Low: |
0.167 |
0.038 |
| 6M High / 6M Low: |
0.430 |
0.038 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.055 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.081 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.155 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.30% |
| Volatility 6M: |
|
196.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
