Morgan Stanley Put 100 BG 20.09.2024
/ DE000ME1JM48
Morgan Stanley Put 100 BG 20.09.2.../ DE000ME1JM48 /
2024-05-28 9:26:29 AM |
Chg.+0.010 |
Bid10:55:05 AM |
Ask10:55:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
+4.17% |
0.240 Bid Size: 2,000 |
0.270 Ask Size: 2,000 |
Bunge Global SA |
100.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
ME1JM4 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Bunge Global SA |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-04 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-35.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.30 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.22 |
Parity: |
-0.28 |
Time value: |
0.27 |
Break-even: |
89.37 |
Moneyness: |
0.97 |
Premium: |
0.06 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.03 |
Spread %: |
12.50% |
Delta: |
-0.34 |
Theta: |
-0.01 |
Omega: |
-11.90 |
Rho: |
-0.11 |
Quote data
Open: |
0.250 |
High: |
0.250 |
Low: |
0.250 |
Previous Close: |
0.240 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.41% |
1 Month |
|
|
-16.67% |
3 Months |
|
|
-50.98% |
YTD |
|
|
-24.24% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.270 |
0.240 |
1M High / 1M Low: |
0.330 |
0.195 |
6M High / 6M Low: |
0.670 |
0.195 |
High (YTD): |
2024-02-08 |
0.670 |
Low (YTD): |
2024-05-13 |
0.195 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.264 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.271 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.402 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
197.43% |
Volatility 6M: |
|
120.10% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |