OverviewChartNewsTraderScreen

Morgan Stanley Put 60 CVS 20.09.2.../  DE000ME18FF2  /

Stuttgart
2024-05-22  11:28:57 AM Chg.+0.010 Bid2024-05-22 Ask2024-05-22 Underlying Strike price Expiration date Option type
0.460EUR +2.22% 0.460
Bid Size: 5,000		 0.470
Ask Size: 5,000		 CVS Health Corporati... 60.00 USD 2024-09-20 Put
 

Master data

WKN: ME18FF
Issuer: Morgan Stanley
Currency: EUR
Underlying: CVS Health Corporation
Type: Warrant
Option type: Put
Strike price: 60.00 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: -11.48
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.25
Implied volatility: 0.30
Historic volatility: 0.27
Parity: 0.25
Time value: 0.21
Break-even: 50.68
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 2.22%
Delta: -0.54
Theta: -0.01
Omega: -6.24
Rho: -0.11
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.21%
1 Month  
+314.41%
3 Months  
+428.74%
YTD  
+314.41%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.450
1M High / 1M Low: 0.620 0.111
6M High / 6M Low: 0.620 0.052
High (YTD): 2024-05-02 0.620
Low (YTD): 2024-03-28 0.052
52W High: - -
52W Low: - -
Avg. price 1W:   0.468
Avg. volume 1W:   0.000
Avg. price 1M:   0.392
Avg. volume 1M:   0.000
Avg. price 6M:   0.173
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,310.47%
Volatility 6M:   560.79%
Volatility 1Y:   -
Volatility 3Y:   -