Morgan Stanley Put 75 AAP 20.12.2024
/ DE000ME9RWZ5
Morgan Stanley Put 75 AAP 20.12.2.../ DE000ME9RWZ5 /
| 2024-05-27 6:52:34 PM |
Chg.+0.01 |
Bid8:06:12 PM |
Ask8:06:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.18EUR |
+0.85% |
1.18
Bid Size: 3,750 |
1.21
Ask Size: 3,750 |
Advance Auto Parts |
75.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
ME9RWZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.48 |
| Parity: |
0.50 |
| Time value: |
0.72 |
| Break-even: |
56.95 |
| Moneyness: |
1.08 |
| Premium: |
0.11 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
-0.48 |
| Theta: |
-0.02 |
| Omega: |
-2.50 |
| Rho: |
-0.24 |
Quote data
| Open: |
1.20 |
| High: |
1.20 |
| Low: |
1.18 |
| Previous Close: |
1.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.28% |
| 1 Month |
|
|
+18.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.22 |
1.07 |
| 1M High / 1M Low: |
1.22 |
0.94 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
