Morgan Stanley Put 60 ON 20.09.2024
/ DE000ME2QGQ4
Morgan Stanley Put 60 ON 20.09.20.../ DE000ME2QGQ4 /
| 2024-05-31 6:58:54 PM |
Chg.- |
Bid10:22:28 AM |
Ask10:22:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.197EUR |
- |
0.154
Bid Size: 3,750 |
0.181
Ask Size: 3,750 |
ON Semiconductor |
60.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
ME2QGQ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-40.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.40 |
| Parity: |
-1.20 |
| Time value: |
0.17 |
| Break-even: |
53.64 |
| Moneyness: |
0.82 |
| Premium: |
0.20 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.00 |
| Spread %: |
2.48% |
| Delta: |
-0.17 |
| Theta: |
-0.02 |
| Omega: |
-6.80 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.181 |
| High: |
0.197 |
| Low: |
0.180 |
| Previous Close: |
0.181 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.60% |
| 1 Month |
|
|
-24.23% |
| 3 Months |
|
|
+4.23% |
| YTD |
|
|
-21.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.197 |
0.159 |
| 1M High / 1M Low: |
0.270 |
0.120 |
| 6M High / 6M Low: |
0.590 |
0.120 |
| High (YTD): |
2024-04-22 |
0.590 |
| Low (YTD): |
2024-05-22 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.176 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.190 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.301 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
272.38% |
| Volatility 6M: |
|
191.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
