Morgan Stanley Put 400 Orsted A/S 20.12.2024
/ DE000ME6QDJ7
Morgan Stanley Put 400 Orsted A/S.../ DE000ME6QDJ7 /
| 2024-07-24 8:30:57 PM |
Chg.- |
Bid9:08:32 AM |
Ask9:08:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
- |
0.860
Bid Size: 100,000 |
0.910
Ask Size: 100,000 |
- |
400.00 DKK |
2024-12-20 |
Put |
Master data
| WKN: |
ME6QDJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 DKK |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.55 |
| Parity: |
0.09 |
| Time value: |
0.83 |
| Break-even: |
44.40 |
| Moneyness: |
1.02 |
| Premium: |
0.16 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.06 |
| Spread %: |
6.98% |
| Delta: |
-0.41 |
| Theta: |
-0.03 |
| Omega: |
-2.38 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.810 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.90% |
| 1 Month |
|
|
-14.74% |
| 3 Months |
|
|
-31.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.810 |
| 1M High / 1M Low: |
1.050 |
0.730 |
| 6M High / 6M Low: |
1.510 |
0.680 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.846 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.886 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.075 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.41% |
| Volatility 6M: |
|
94.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
