Morgan Stanley Put 60 BNP 20.12.2024
/ DE000ME5Z619
Morgan Stanley Put 60 BNP 20.12.2.../ DE000ME5Z619 /
2024-07-25 8:22:55 AM |
Chg.+0.019 |
Bid11:48:06 AM |
Ask11:48:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.203EUR |
+10.33% |
0.230 Bid Size: 125,000 |
0.237 Ask Size: 125,000 |
BNP PARIBAS INH. ... |
60.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
ME5Z61 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-28 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-32.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.23 |
Parity: |
-0.41 |
Time value: |
0.20 |
Break-even: |
58.04 |
Moneyness: |
0.94 |
Premium: |
0.09 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.01 |
Spread %: |
5.38% |
Delta: |
-0.28 |
Theta: |
-0.01 |
Omega: |
-9.19 |
Rho: |
-0.08 |
Quote data
Open: |
0.203 |
High: |
0.203 |
Low: |
0.203 |
Previous Close: |
0.184 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.35% |
1 Month |
|
|
-38.48% |
3 Months |
|
|
-24.81% |
YTD |
|
|
-66.72% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.237 |
0.184 |
1M High / 1M Low: |
0.410 |
0.184 |
6M High / 6M Low: |
1.070 |
0.158 |
High (YTD): |
2024-02-09 |
1.070 |
Low (YTD): |
2024-05-21 |
0.158 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.210 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.270 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.450 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
174.98% |
Volatility 6M: |
|
176.12% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |