Morgan Stanley Put 30 AVOL 20.12.2024
/ DE000ME8MYT7
Morgan Stanley Put 30 AVOL 20.12..../ DE000ME8MYT7 /
| 2024-05-22 12:12:40 PM |
Chg.+0.026 |
Bid4:42:18 PM |
Ask4:42:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.178EUR |
+17.11% |
0.183
Bid Size: 25,000 |
0.213
Ask Size: 25,000 |
AVOLTA N |
30.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
ME8MYT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AVOLTA N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.30 |
| Parity: |
-0.65 |
| Time value: |
0.20 |
| Break-even: |
28.30 |
| Moneyness: |
0.82 |
| Premium: |
0.23 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.03 |
| Spread %: |
17.92% |
| Delta: |
-0.22 |
| Theta: |
-0.01 |
| Omega: |
-3.96 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.178 |
| High: |
0.178 |
| Low: |
0.178 |
| Previous Close: |
0.152 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.95% |
| 1 Month |
|
|
-19.09% |
| 3 Months |
|
|
-31.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.175 |
0.152 |
| 1M High / 1M Low: |
0.230 |
0.152 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.164 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.193 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
