Morgan Stanley Put 80 MDT 20.09.2024
/ DE000ME4FU15
Morgan Stanley Put 80 MDT 20.09.2.../ DE000ME4FU15 /
| 2024-07-08 3:23:47 PM |
Chg.+0.010 |
Bid6:11:42 PM |
Ask6:11:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+2.78% |
0.400
Bid Size: 125,000 |
0.410
Ask Size: 125,000 |
Medtronic PLC |
80.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
ME4FU1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
0.22 |
| Time value: |
0.15 |
| Break-even: |
70.20 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
2.78% |
| Delta: |
-0.58 |
| Theta: |
-0.01 |
| Omega: |
-11.15 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.350 |
| High: |
0.370 |
| Low: |
0.350 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.63% |
| 1 Month |
|
|
+105.56% |
| 3 Months |
|
|
+42.31% |
| YTD |
|
|
-5.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.360 |
| 1M High / 1M Low: |
0.420 |
0.190 |
| 6M High / 6M Low: |
0.450 |
0.167 |
| High (YTD): |
2024-04-18 |
0.450 |
| Low (YTD): |
2024-03-28 |
0.167 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.390 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.293 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.279 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.89% |
| Volatility 6M: |
|
180.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
