Morgan Stanley Put 150 SIE 20.09.2024
/ DE000ME48557
Morgan Stanley Put 150 SIE 20.09..../ DE000ME48557 /
| 2024-05-24 6:58:12 PM |
Chg.-0.002 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-1.23% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-103.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-2.73 |
| Time value: |
0.17 |
| Break-even: |
148.29 |
| Moneyness: |
0.85 |
| Premium: |
0.16 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.01 |
| Spread %: |
7.55% |
| Delta: |
-0.12 |
| Theta: |
-0.02 |
| Omega: |
-11.93 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.177 |
| High: |
0.177 |
| Low: |
0.160 |
| Previous Close: |
0.162 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.08% |
| 1 Month |
|
|
-30.43% |
| 3 Months |
|
|
-51.52% |
| YTD |
|
|
-76.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.203 |
0.160 |
| 1M High / 1M Low: |
0.240 |
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: |
|
0.185 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.187 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
