Morgan Stanley Put 60 NDA 20.12.2024
/ DE000ME5Z6G1
Morgan Stanley Put 60 NDA 20.12.2.../ DE000ME5Z6G1 /
| 7/30/2024 11:24:23 AM |
Chg.+0.024 |
Bid12:41:27 PM |
Ask12:41:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
+11.65% |
0.240
Bid Size: 25,000 |
0.270
Ask Size: 25,000 |
AURUBIS AG |
60.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
ME5Z6G |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
12/28/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-30.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.32 |
| Parity: |
-1.17 |
| Time value: |
0.24 |
| Break-even: |
57.64 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.03 |
| Spread %: |
14.01% |
| Delta: |
-0.20 |
| Theta: |
-0.02 |
| Omega: |
-5.95 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.219 |
| High: |
0.230 |
| Low: |
0.219 |
| Previous Close: |
0.206 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.17% |
| 1 Month |
|
|
-4.17% |
| 3 Months |
|
|
-11.54% |
| YTD |
|
|
-66.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.205 |
| 1M High / 1M Low: |
0.240 |
0.159 |
| 6M High / 6M Low: |
0.940 |
0.159 |
| High (YTD): |
2/13/2024 |
0.940 |
| Low (YTD): |
7/10/2024 |
0.159 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.217 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.193 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.414 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.58% |
| Volatility 6M: |
|
159.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
