Morgan Stanley Put 150 SIE 20.09.2024
/ DE000ME48557
Morgan Stanley Put 150 SIE 20.09..../ DE000ME48557 /
| 2024-05-23 2:07:26 PM |
Chg.-0.032 |
Bid3:37:10 PM |
Ask3:37:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.166EUR |
-16.16% |
0.158
Bid Size: 80,000 |
0.168
Ask Size: 80,000 |
SIEMENS AG NA O.N. |
150.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
ME4855 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-28 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-84.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
-2.37 |
| Time value: |
0.21 |
| Break-even: |
147.94 |
| Moneyness: |
0.86 |
| Premium: |
0.15 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.01 |
| Spread %: |
6.19% |
| Delta: |
-0.14 |
| Theta: |
-0.02 |
| Omega: |
-11.64 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.166 |
| Previous Close: |
0.198 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.35% |
| 1 Month |
|
|
-38.52% |
| 3 Months |
|
|
-49.70% |
| YTD |
|
|
-75.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.208 |
0.170 |
| 1M High / 1M Low: |
0.300 |
0.113 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-17 |
0.890 |
| Low (YTD): |
2024-05-15 |
0.113 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.203 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
