Morgan Stanley Put 45 FRA 20.09.2024
/ DE000ME161N4
Morgan Stanley Put 45 FRA 20.09.2.../ DE000ME161N4 /
30/08/2024 17:23:30 |
Chg.- |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.113EUR |
- |
- Bid Size: - |
- Ask Size: - |
FRAPORT AG FFM.AIRPO... |
45.00 - |
20/09/2024 |
Put |
Master data
WKN: |
ME161N |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
FRAPORT AG FFM.AIRPORT |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
45.00 - |
Maturity: |
20/09/2024 |
Issue date: |
26/09/2023 |
Last trading day: |
02/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-30.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.27 |
Parity: |
-0.01 |
Time value: |
0.15 |
Break-even: |
43.54 |
Moneyness: |
1.00 |
Premium: |
0.03 |
Premium p.a.: |
1.17 |
Spread abs.: |
0.05 |
Spread %: |
58.70% |
Delta: |
-0.47 |
Theta: |
-0.05 |
Omega: |
-14.37 |
Rho: |
-0.01 |
Quote data
Open: |
0.109 |
High: |
0.113 |
Low: |
0.100 |
Previous Close: |
0.117 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
-7.38% |
1 Month |
|
|
-46.19% |
3 Months |
|
|
-11.72% |
YTD |
|
|
-62.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.122 |
0.113 |
1M High / 1M Low: |
0.270 |
0.113 |
6M High / 6M Low: |
0.460 |
0.113 |
High (YTD): |
16/04/2024 |
0.460 |
Low (YTD): |
30/08/2024 |
0.113 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.117 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.190 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.224 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
213.97% |
Volatility 6M: |
|
174.74% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |