Morgan Stanley Put 45 CSCO 20.09.2024
/ DE000ME3YZ34
Morgan Stanley Put 45 CSCO 20.09..../ DE000ME3YZ34 /
| 7/5/2024 6:45:58 PM |
Chg.+0.011 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.097EUR |
+12.79% |
-
Bid Size: - |
-
Ask Size: - |
Cisco Systems Inc |
45.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
ME3YZ3 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
11/21/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-45.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
-0.15 |
| Time value: |
0.09 |
| Break-even: |
40.58 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.00 |
| Spread %: |
2.17% |
| Delta: |
-0.32 |
| Theta: |
-0.01 |
| Omega: |
-14.44 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.081 |
| High: |
0.097 |
| Low: |
0.081 |
| Previous Close: |
0.086 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.78% |
| 1 Month |
|
|
-22.40% |
| 3 Months |
|
|
-19.83% |
| YTD |
|
|
-35.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.097 |
0.079 |
| 1M High / 1M Low: |
0.153 |
0.079 |
| 6M High / 6M Low: |
0.169 |
0.076 |
| High (YTD): |
5/2/2024 |
0.169 |
| Low (YTD): |
5/15/2024 |
0.076 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.089 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.113 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.125 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.87% |
| Volatility 6M: |
|
156.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
