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: |
|
- |