Morgan Stanley Put 25 ZAL 21.06.2024
/ DE000ME05VZ4
Morgan Stanley Put 25 ZAL 21.06.2.../ DE000ME05VZ4 /
| 2024-06-03 11:19:32 AM |
Chg.-0.10 |
Bid11:25:05 AM |
Ask11:25:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.94EUR |
-9.62% |
0.93
Bid Size: 17,500 |
0.98
Ask Size: 17,500 |
ZALANDO SE |
25.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
ME05VZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-31 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-25.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.48 |
| Parity: |
0.75 |
| Time value: |
0.22 |
| Break-even: |
24.03 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.05 |
| Spread %: |
5.43% |
| Delta: |
-0.69 |
| Theta: |
-0.01 |
| Omega: |
-17.15 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.94 |
| High: |
0.94 |
| Low: |
0.94 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.48% |
| 1 Month |
|
|
-25.40% |
| 3 Months |
|
|
-54.37% |
| YTD |
|
|
-44.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.11 |
0.99 |
| 1M High / 1M Low: |
1.56 |
0.51 |
| 6M High / 6M Low: |
2.35 |
0.51 |
| High (YTD): |
2024-01-17 |
2.35 |
| Low (YTD): |
2024-05-07 |
0.51 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
403.83% |
| Volatility 6M: |
|
196.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
