Morgan Stanley Put 90 SNW 20.09.2024
/ DE000ME16315
Morgan Stanley Put 90 SNW 20.09.2.../ DE000ME16315 /
16/08/2024 20:42:55 |
Chg.-0.003 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
0.048EUR |
-5.88% |
- Bid Size: - |
- Ask Size: - |
SANOFI SA INHABER ... |
90.00 EUR |
20/09/2024 |
Put |
Master data
WKN: |
ME1631 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
SANOFI SA INHABER EO 2 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
26/09/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-163.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.25 |
Parity: |
-0.80 |
Time value: |
0.06 |
Break-even: |
89.40 |
Moneyness: |
0.92 |
Premium: |
0.09 |
Premium p.a.: |
1.39 |
Spread abs.: |
0.01 |
Spread %: |
27.66% |
Delta: |
-0.14 |
Theta: |
-0.02 |
Omega: |
-22.54 |
Rho: |
-0.01 |
Quote data
Open: |
0.050 |
High: |
0.053 |
Low: |
0.048 |
Previous Close: |
0.051 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-55.14% |
1 Month |
|
|
-82.22% |
3 Months |
|
|
-87.37% |
YTD |
|
|
-93.42% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.115 |
0.051 |
1M High / 1M Low: |
0.280 |
0.051 |
6M High / 6M Low: |
0.900 |
0.051 |
High (YTD): |
14/02/2024 |
0.970 |
Low (YTD): |
15/08/2024 |
0.051 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.083 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.158 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.467 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
446.76% |
Volatility 6M: |
|
242.81% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |