Morgan Stanley Put 80 ENPH 20.12.2024
/ DE000ME2EJZ5
Morgan Stanley Put 80 ENPH 20.12..../ DE000ME2EJZ5 /
| 11/10/2024 12:48:27 |
Chg.+0.020 |
Bid15:00:11 |
Ask15:00:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+5.56% |
0.390
Bid Size: 2,000 |
0.420
Ask Size: 2,000 |
Enphase Energy Inc |
80.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
ME2EJZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Enphase Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
23/10/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.57 |
| Parity: |
-1.76 |
| Time value: |
0.43 |
| Break-even: |
68.87 |
| Moneyness: |
0.81 |
| Premium: |
0.24 |
| Premium p.a.: |
2.08 |
| Spread abs.: |
0.03 |
| Spread %: |
7.50% |
| Delta: |
-0.21 |
| Theta: |
-0.06 |
| Omega: |
-4.36 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.75% |
| 1 Month |
|
|
+11.76% |
| 3 Months |
|
|
-26.92% |
| YTD |
|
|
-48.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.310 |
| 1M High / 1M Low: |
0.360 |
0.205 |
| 6M High / 6M Low: |
0.890 |
0.192 |
| High (YTD): |
05/02/2024 |
1.220 |
| Low (YTD): |
26/08/2024 |
0.192 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.330 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.287 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.464 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.78% |
| Volatility 6M: |
|
200.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
