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Morgan Stanley Put 45 FRA 20.09.2.../  DE000ME161N4  /

Stuttgart
2024-07-29  5:26:44 PM Chg.-0.004 Bid5:47:09 PM Ask5:47:09 PM Underlying Strike price Expiration date Option type
0.177EUR -2.21% 0.179
Bid Size: 10,000		 0.191
Ask Size: 10,000		 FRAPORT AG FFM.AIRPO... 45.00 EUR 2024-09-20 Put
 

Master data

WKN: ME161N
Issuer: Morgan Stanley
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Put
Strike price: 45.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-26
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -23.10
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.28
Parity: -0.19
Time value: 0.20
Break-even: 42.97
Moneyness: 0.96
Premium: 0.08
Premium p.a.: 0.74
Spread abs.: 0.02
Spread %: 12.78%
Delta: -0.36
Theta: -0.03
Omega: -8.24
Rho: -0.03
 

Quote data

Open: 0.171
High: 0.188
Low: 0.171
Previous Close: 0.181
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.84%
1 Month
  -9.23%
3 Months
  -41.00%
YTD
  -41.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.203 0.181
1M High / 1M Low: 0.204 0.159
6M High / 6M Low: 0.460 0.118
High (YTD): 2024-04-16 0.460
Low (YTD): 2024-06-12 0.118
52W High: - -
52W Low: - -
Avg. price 1W:   0.193
Avg. volume 1W:   0.000
Avg. price 1M:   0.186
Avg. volume 1M:   0.000
Avg. price 6M:   0.241
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.10%
Volatility 6M:   146.53%
Volatility 1Y:   -
Volatility 3Y:   -