Morgan Stanley Put 20 TRIP 20.09.2024
/ DE000ME8N1J7
Morgan Stanley Put 20 TRIP 20.09..../ DE000ME8N1J7 /
| 2024-06-10 8:11:11 AM |
Chg.-0.06 |
Bid11:54:05 AM |
Ask11:54:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.31EUR |
-2.53% |
2.34
Bid Size: 1,000 |
2.46
Ask Size: 1,000 |
TripAdvisor Inc |
20.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
ME8N1J |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
TripAdvisor Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.31 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.45 |
| Parity: |
1.32 |
| Time value: |
1.05 |
| Break-even: |
16.18 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.05 |
| Spread %: |
2.16% |
| Delta: |
-0.55 |
| Theta: |
-0.01 |
| Omega: |
-4.02 |
| Rho: |
-0.03 |
Quote data
| Open: |
2.31 |
| High: |
2.31 |
| Low: |
2.31 |
| Previous Close: |
2.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.33% |
| 1 Month |
|
|
-27.13% |
| 3 Months |
|
|
+122.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.75 |
2.37 |
| 1M High / 1M Low: |
3.17 |
2.37 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
