Morgan Stanley Put 75 AAP 21.03.2025
/ DE000ME9RX21
Morgan Stanley Put 75 AAP 21.03.2.../ DE000ME9RX21 /
2024-05-23 6:45:44 PM |
Chg.0.00 |
Bid8:55:19 PM |
Ask8:55:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.36EUR |
0.00% |
1.39 Bid Size: 25,000 |
1.40 Ask Size: 25,000 |
Advance Auto Parts |
75.00 USD |
2025-03-21 |
Put |
Master data
WKN: |
ME9RX2 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Advance Auto Parts |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
75.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-03-07 |
Last trading day: |
2025-03-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.26 |
Intrinsic value: |
0.44 |
Implied volatility: |
0.52 |
Historic volatility: |
0.48 |
Parity: |
0.44 |
Time value: |
0.92 |
Break-even: |
55.68 |
Moneyness: |
1.07 |
Premium: |
0.14 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.01 |
Spread %: |
0.74% |
Delta: |
-0.43 |
Theta: |
-0.02 |
Omega: |
-2.07 |
Rho: |
-0.35 |
Quote data
Open: |
1.32 |
High: |
1.36 |
Low: |
1.32 |
Previous Close: |
1.36 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.29% |
1 Month |
|
|
+19.30% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.36 |
1.19 |
1M High / 1M Low: |
1.36 |
1.12 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.27 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.20 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
61.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |