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Morgan Stanley Put 80 ENPH 20.06..../  DE000ME3KMM2  /

Stuttgart
11/14/2024  2:02:03 PM Chg.-0.06 Bid5:53:48 PM Ask5:53:48 PM Underlying Strike price Expiration date Option type
2.32EUR -2.52% 2.35
Bid Size: 150,000		 2.36
Ask Size: 150,000		 Enphase Energy Inc 80.00 USD 6/20/2025 Put
 

Master data

WKN: ME3KMM
Issuer: Morgan Stanley
Currency: EUR
Underlying: Enphase Energy Inc
Type: Warrant
Option type: Put
Strike price: 80.00 USD
Maturity: 6/20/2025
Issue date: 11/14/2023
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -2.43
Leverage: Yes

Calculated values

Fair value: 2.23
Intrinsic value: 1.86
Implied volatility: 0.66
Historic volatility: 0.59
Parity: 1.86
Time value: 0.49
Break-even: 52.22
Moneyness: 1.32
Premium: 0.09
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 0.43%
Delta: -0.60
Theta: -0.02
Omega: -1.47
Rho: -0.35
 

Quote data

Open: 2.32
High: 2.32
Low: 2.32
Previous Close: 2.38
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+45.00%
1 Month  
+172.94%
3 Months  
+172.94%
YTD  
+105.31%
1 Year  
+29.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.38 1.60
1M High / 1M Low: 2.38 0.85
6M High / 6M Low: 2.38 0.56
High (YTD): 11/13/2024 2.38
Low (YTD): 8/26/2024 0.56
52W High: 11/13/2024 2.38
52W Low: 8/26/2024 0.56
Avg. price 1W:   2.06
Avg. volume 1W:   0.00
Avg. price 1M:   1.37
Avg. volume 1M:   0.00
Avg. price 6M:   0.94
Avg. volume 6M:   0.00
Avg. price 1Y:   1.10
Avg. volume 1Y:   0.00
Volatility 1M:   204.92%
Volatility 6M:   140.73%
Volatility 1Y:   120.72%
Volatility 3Y:   -