Morgan Stanley Put 20 WBA 21.06.2024
/ DE000ME032T4
Morgan Stanley Put 20 WBA 21.06.2.../ DE000ME032T4 /
2024-05-23 1:46:58 PM |
Chg.+0.010 |
Bid4:50:43 PM |
Ask4:50:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
+3.23% |
0.350 Bid Size: 300,000 |
0.370 Ask Size: 300,000 |
Walgreens Boots Alli... |
20.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
ME032T |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Walgreens Boots Alliance Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-08-28 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.33 |
Implied volatility: |
0.61 |
Historic volatility: |
0.34 |
Parity: |
0.33 |
Time value: |
0.01 |
Break-even: |
15.08 |
Moneyness: |
1.21 |
Premium: |
0.01 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.02 |
Spread %: |
6.25% |
Delta: |
-0.85 |
Theta: |
-0.01 |
Omega: |
-3.79 |
Rho: |
-0.01 |
Quote data
Open: |
0.320 |
High: |
0.320 |
Low: |
0.320 |
Previous Close: |
0.310 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+61.62% |
1 Month |
|
|
+53.85% |
3 Months |
|
|
+193.58% |
YTD |
|
|
+321.05% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.194 |
1M High / 1M Low: |
0.310 |
0.194 |
6M High / 6M Low: |
0.310 |
0.061 |
High (YTD): |
2024-05-22 |
0.310 |
Low (YTD): |
2024-03-28 |
0.061 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.242 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.241 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.151 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
232.67% |
Volatility 6M: |
|
366.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |