Morgan Stanley Put 3 RR/ 20.12.2024
/ DE000ME814Y5
Morgan Stanley Put 3 RR/ 20.12.20.../ DE000ME814Y5 /
| 2024-05-21 9:35:42 AM |
Chg.0.000 |
Bid3:23:40 PM |
Ask3:23:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
0.00% |
0.280
Bid Size: 100,000 |
0.290
Ask Size: 100,000 |
Rolls-Royce Holdings... |
3.00 GBP |
2024-12-20 |
Put |
Master data
| WKN: |
ME814Y |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3.00 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.42 |
| Parity: |
-1.53 |
| Time value: |
0.28 |
| Break-even: |
3.23 |
| Moneyness: |
0.70 |
| Premium: |
0.36 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
-0.16 |
| Theta: |
0.00 |
| Omega: |
-2.85 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
+55.17% |
| 3 Months |
|
|
+12.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.270 |
| 1M High / 1M Low: |
0.330 |
0.135 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.292 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.276 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
520.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
