Morgan Stanley Put 40 LVS 20.09.2024
/ DE000ME18683
Morgan Stanley Put 40 LVS 20.09.2.../ DE000ME18683 /
| 07/08/2024 20:51:43 |
Chg.- |
Bid09:28:29 |
Ask09:28:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.227EUR |
- |
0.240
Bid Size: 10,000 |
0.260
Ask Size: 10,000 |
Las Vegas Sands Corp |
40.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
ME1868 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Las Vegas Sands Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
27/09/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
0.14 |
| Time value: |
0.11 |
| Break-even: |
34.15 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
4.26% |
| Delta: |
-0.59 |
| Theta: |
-0.02 |
| Omega: |
-8.43 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.216 |
| High: |
0.227 |
| Low: |
0.216 |
| Previous Close: |
0.229 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.42% |
| 1 Month |
|
|
+53.38% |
| 3 Months |
|
|
+167.06% |
| YTD |
|
|
+27.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.227 |
| 1M High / 1M Low: |
0.310 |
0.103 |
| 6M High / 6M Low: |
0.310 |
0.059 |
| High (YTD): |
05/08/2024 |
0.310 |
| Low (YTD): |
21/06/2024 |
0.059 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.257 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.174 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.103 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
299.02% |
| Volatility 6M: |
|
230.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
