Morgan Stanley Put 40 DAL 20.12.2024
/ DE000ME6NAF8
Morgan Stanley Put 40 DAL 20.12.2.../ DE000ME6NAF8 /
| 7/10/2024 2:29:17 PM |
Chg.-0.006 |
Bid4:04:08 PM |
Ask4:04:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.131EUR |
-4.38% |
0.145
Bid Size: 80,000 |
0.147
Ask Size: 80,000 |
Delta Air Lines Inc |
40.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
1/9/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-30.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.26 |
| Parity: |
-0.64 |
| Time value: |
0.14 |
| Break-even: |
35.55 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.00 |
| Spread %: |
2.13% |
| Delta: |
-0.21 |
| Theta: |
-0.01 |
| Omega: |
-6.20 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.137 |
| High: |
0.137 |
| Low: |
0.131 |
| Previous Close: |
0.137 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.96% |
| 1 Month |
|
|
+33.67% |
| 3 Months |
|
|
-35.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.154 |
0.134 |
| 1M High / 1M Low: |
0.154 |
0.096 |
| 6M High / 6M Low: |
0.670 |
0.081 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.142 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.125 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.242 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.37% |
| Volatility 6M: |
|
133.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
