Morgan Stanley Put 60 TWLO 20.12.2024
/ DE000ME670C7
Morgan Stanley Put 60 TWLO 20.12..../ DE000ME670C7 /
8/2/2024 6:47:13 PM |
Chg.- |
Bid1:09:20 PM |
Ask1:09:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
- |
- Bid Size: - |
- Ask Size: - |
Twilio Inc |
60.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
ME670C |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Twilio Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
1/2/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-12.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.32 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.35 |
Parity: |
-0.26 |
Time value: |
0.47 |
Break-even: |
50.29 |
Moneyness: |
0.95 |
Premium: |
0.13 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.01 |
Spread %: |
2.17% |
Delta: |
-0.36 |
Theta: |
-0.02 |
Omega: |
-4.43 |
Rho: |
-0.10 |
Quote data
Open: |
0.480 |
High: |
0.480 |
Low: |
0.480 |
Previous Close: |
0.710 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.81% |
1 Month |
|
|
-29.41% |
3 Months |
|
|
-31.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.710 |
0.480 |
1M High / 1M Low: |
0.740 |
0.480 |
6M High / 6M Low: |
1.000 |
0.480 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.604 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.639 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.728 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
202.99% |
Volatility 6M: |
|
124.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |