Morgan Stanley Put 40 CMCSA 20.09.2024
/ DE000ME18G38
Morgan Stanley Put 40 CMCSA 20.09.../ DE000ME18G38 /
2024-05-28 10:16:57 AM |
Chg.+0.012 |
Bid12:02:04 PM |
Ask12:02:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
+5.26% |
0.250 Bid Size: 5,000 |
0.260 Ask Size: 5,000 |
Comcast Corporation |
40.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
ME18G3 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Comcast Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-09-27 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-14.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.13 |
Implied volatility: |
0.24 |
Historic volatility: |
0.20 |
Parity: |
0.13 |
Time value: |
0.11 |
Break-even: |
34.42 |
Moneyness: |
1.04 |
Premium: |
0.03 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
6.17% |
Delta: |
-0.55 |
Theta: |
-0.01 |
Omega: |
-8.07 |
Rho: |
-0.07 |
Quote data
Open: |
0.240 |
High: |
0.240 |
Low: |
0.240 |
Previous Close: |
0.228 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.11% |
1 Month |
|
|
-11.11% |
3 Months |
|
|
+31.87% |
YTD |
|
|
+37.93% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.216 |
1M High / 1M Low: |
0.300 |
0.206 |
6M High / 6M Low: |
0.310 |
0.102 |
High (YTD): |
2024-04-25 |
0.310 |
Low (YTD): |
2024-01-30 |
0.102 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.238 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.242 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.201 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
119.68% |
Volatility 6M: |
|
158.40% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |