Morgan Stanley Put 60 ON 17.01.2025
/ DE000ME2QGP6
Morgan Stanley Put 60 ON 17.01.20.../ DE000ME2QGP6 /
| 2024-06-03 12:42:50 PM |
Chg.-0.050 |
Bid12:58:04 PM |
Ask12:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-13.16% |
0.320
Bid Size: 3,750 |
0.350
Ask Size: 3,750 |
ON Semiconductor |
60.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
ME2QGP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-10-27 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.40 |
| Parity: |
-1.20 |
| Time value: |
0.35 |
| Break-even: |
51.79 |
| Moneyness: |
0.82 |
| Premium: |
0.23 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
2.94% |
| Delta: |
-0.21 |
| Theta: |
-0.01 |
| Omega: |
-4.10 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.94% |
| 1 Month |
|
|
-26.67% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-8.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.330 |
| 1M High / 1M Low: |
0.460 |
0.270 |
| 6M High / 6M Low: |
0.770 |
0.270 |
| High (YTD): |
2024-04-22 |
0.770 |
| Low (YTD): |
2024-05-22 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.356 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.369 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.457 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.77% |
| Volatility 6M: |
|
139.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
