Morgan Stanley Put 250 WTW 20.12.2024
/ DE000ME9GAY7
Morgan Stanley Put 250 WTW 20.12..../ DE000ME9GAY7 /
| 2024-05-31 8:57:39 PM |
Chg.-0.11 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
-7.14% |
-
Bid Size: - |
-
Ask Size: - |
Willis Towers Watson... |
250.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
ME9GAY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Willis Towers Watson Public Limited Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
-0.49 |
| Time value: |
1.59 |
| Break-even: |
214.55 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.17 |
| Spread %: |
11.97% |
| Delta: |
-0.38 |
| Theta: |
-0.04 |
| Omega: |
-5.66 |
| Rho: |
-0.59 |
Quote data
| Open: |
1.59 |
| High: |
1.59 |
| Low: |
1.43 |
| Previous Close: |
1.54 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.72% |
| 1 Month |
|
|
-15.38% |
| 3 Months |
|
|
-4.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.58 |
1.30 |
| 1M High / 1M Low: |
1.69 |
1.30 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
