Morgan Stanley Put 60 ON 21.03.2025
/ DE000ME2QGT8
Morgan Stanley Put 60 ON 21.03.20.../ DE000ME2QGT8 /
| 2024-05-31 6:58:53 PM |
Chg.- |
Bid9:02:11 AM |
Ask9:02:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
- |
0.430
Bid Size: 3,750 |
0.460
Ask Size: 3,750 |
ON Semiconductor |
60.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
ME2QGT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-27 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.40 |
| Parity: |
-1.20 |
| Time value: |
0.45 |
| Break-even: |
50.79 |
| Moneyness: |
0.82 |
| Premium: |
0.25 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
-0.23 |
| Theta: |
-0.01 |
| Omega: |
-3.37 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.470 |
| High: |
0.490 |
| Low: |
0.460 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.36% |
| 1 Month |
|
|
-10.91% |
| 3 Months |
|
|
+19.51% |
| YTD |
|
|
+11.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.430 |
| 1M High / 1M Low: |
0.560 |
0.370 |
| 6M High / 6M Low: |
0.880 |
0.370 |
| High (YTD): |
2024-04-22 |
0.880 |
| Low (YTD): |
2024-05-22 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.460 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.469 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.546 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.27% |
| Volatility 6M: |
|
123.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
