Morgan Stanley Put 50 NDA 20.12.2024
/ DE000ME7GRZ2
Morgan Stanley Put 50 NDA 20.12.2.../ DE000ME7GRZ2 /
9/5/2024 3:24:04 PM |
Chg.-0.001 |
Bid4:32:14 PM |
Ask4:32:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.090EUR |
-1.10% |
0.089 Bid Size: 50,000 |
0.115 Ask Size: 50,000 |
AURUBIS AG |
50.00 EUR |
12/20/2024 |
Put |
Master data
WKN: |
ME7GRZ |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
1/24/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-53.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.32 |
Parity: |
-1.63 |
Time value: |
0.12 |
Break-even: |
48.77 |
Moneyness: |
0.75 |
Premium: |
0.26 |
Premium p.a.: |
1.24 |
Spread abs.: |
0.03 |
Spread %: |
33.70% |
Delta: |
-0.12 |
Theta: |
-0.02 |
Omega: |
-6.39 |
Rho: |
-0.03 |
Quote data
Open: |
0.094 |
High: |
0.094 |
Low: |
0.090 |
Previous Close: |
0.091 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.16% |
1 Month |
|
|
-41.56% |
3 Months |
|
|
-39.60% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.098 |
0.088 |
1M High / 1M Low: |
0.154 |
0.088 |
6M High / 6M Low: |
0.360 |
0.088 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.093 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.113 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.159 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
68.61% |
Volatility 6M: |
|
138.31% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |