Morgan Stanley Put 45 CSCO 20.06.2025
/ DE000ME3YZ26
Morgan Stanley Put 45 CSCO 20.06..../ DE000ME3YZ26 /
| 16/08/2024 14:47:32 |
Chg.-0.008 |
Bid18:30:35 |
Ask18:30:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.211EUR |
-3.65% |
0.188
Bid Size: 200,000 |
0.190
Ask Size: 200,000 |
Cisco Systems Inc |
45.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
ME3YZ2 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
21/11/2023 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
-0.32 |
| Time value: |
0.22 |
| Break-even: |
38.84 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.00 |
| Spread %: |
1.40% |
| Delta: |
-0.29 |
| Theta: |
0.00 |
| Omega: |
-5.85 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.200 |
| High: |
0.211 |
| Low: |
0.200 |
| Previous Close: |
0.219 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.71% |
| 1 Month |
|
|
-15.60% |
| 3 Months |
|
|
-15.60% |
| YTD |
|
|
-24.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.219 |
| 1M High / 1M Low: |
0.390 |
0.219 |
| 6M High / 6M Low: |
0.390 |
0.219 |
| High (YTD): |
05/08/2024 |
0.390 |
| Low (YTD): |
15/08/2024 |
0.219 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.326 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.292 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.281 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.31% |
| Volatility 6M: |
|
107.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
