Morgan Stanley Put 75 ON 20.12.2024
/ DE000ME6DA84
Morgan Stanley Put 75 ON 20.12.20.../ DE000ME6DA84 /
| 6/3/2024 9:22:49 AM |
Chg.-0.030 |
Bid12:58:04 PM |
Ask12:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-6.67% |
0.410
Bid Size: 3,750 |
0.430
Ask Size: 3,750 |
ON Semiconductor |
75.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
ME6DA8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/4/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-15.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.40 |
| Parity: |
0.18 |
| Time value: |
0.25 |
| Break-even: |
64.81 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
2.38% |
| Delta: |
-0.49 |
| Theta: |
-0.01 |
| Omega: |
-7.59 |
| Rho: |
-0.20 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-10.64% |
| 3 Months |
|
|
+23.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.420 |
| 1M High / 1M Low: |
0.480 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.436 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.438 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
