Morgan Stanley Put 40 DAL 20.12.2024
/ DE000ME6NAF8
Morgan Stanley Put 40 DAL 20.12.2.../ DE000ME6NAF8 /
| 02/08/2024 20:16:45 |
Chg.+0.083 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+35.02% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
40.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
09/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
0.02 |
| Time value: |
0.31 |
| Break-even: |
33.36 |
| Moneyness: |
1.00 |
| Premium: |
0.09 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
3.13% |
| Delta: |
-0.44 |
| Theta: |
-0.01 |
| Omega: |
-4.83 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.260 |
| High: |
0.320 |
| Low: |
0.260 |
| Previous Close: |
0.237 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+72.97% |
| 1 Month |
|
|
+107.79% |
| 3 Months |
|
|
+188.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.179 |
| 1M High / 1M Low: |
0.320 |
0.127 |
| 6M High / 6M Low: |
0.440 |
0.081 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.220 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.173 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.192 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.94% |
| Volatility 6M: |
|
153.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
