Morgan Stanley Put 60 TWLO 20.09.2024
/ DE000ME670B9
Morgan Stanley Put 60 TWLO 20.09..../ DE000ME670B9 /
| 7/10/2024 9:18:22 PM |
Chg.+0.030 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+5.26% |
-
Bid Size: - |
-
Ask Size: - |
Twilio Inc |
60.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
ME670B |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Twilio Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.34 |
| Parity: |
0.33 |
| Time value: |
0.25 |
| Break-even: |
49.68 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
-0.57 |
| Theta: |
-0.02 |
| Omega: |
-5.15 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.550 |
| High: |
0.630 |
| Low: |
0.550 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
+17.65% |
| 3 Months |
|
|
+5.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.510 |
| 1M High / 1M Low: |
0.800 |
0.510 |
| 6M High / 6M Low: |
0.890 |
0.380 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.540 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.616 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.577 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.40% |
| Volatility 6M: |
|
132.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
