Morgan Stanley Put 70 CVS 20.09.2024
/ DE000ME18FE5
Morgan Stanley Put 70 CVS 20.09.2.../ DE000ME18FE5 /
| 2024-05-17 6:05:12 PM |
Chg.+0.03 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
+2.54% |
-
Bid Size: - |
-
Ask Size: - |
CVS Health Corporati... |
70.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
ME18FE |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 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: |
-4.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
1.15 |
| Time value: |
0.04 |
| Break-even: |
52.51 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
-0.78 |
| Theta: |
-0.01 |
| Omega: |
-3.47 |
| Rho: |
-0.18 |
Quote data
| Open: |
1.18 |
| High: |
1.21 |
| Low: |
1.18 |
| Previous Close: |
1.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
+163.04% |
| 3 Months |
|
|
+384.00% |
| YTD |
|
|
+365.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
1.18 |
| 1M High / 1M Low: |
1.46 |
0.39 |
| 6M High / 6M Low: |
1.46 |
0.16 |
| High (YTD): |
2024-05-02 |
1.46 |
| Low (YTD): |
2024-03-28 |
0.16 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
761.20% |
| Volatility 6M: |
|
361.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
