Morgan Stanley Put 300 ROK 20.06..../  DE000ME5G0E2  /

Stuttgart
2024-05-31  8:52:40 PM Chg.-0.05 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
4.95EUR -1.00% -
Bid Size: -
-
Ask Size: -
Rockwell Automation ... 300.00 USD 2025-06-20 Put
 

Master data

WKN: ME5G0E
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rockwell Automation Inc
Type: Warrant
Option type: Put
Strike price: 300.00 USD
Maturity: 2025-06-20
Issue date: 2023-12-15
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -4.77
Leverage: Yes

Calculated values

Fair value: 4.45
Intrinsic value: 3.91
Implied volatility: 0.33
Historic volatility: 0.27
Parity: 3.91
Time value: 1.07
Break-even: 226.74
Moneyness: 1.16
Premium: 0.04
Premium p.a.: 0.04
Spread abs.: 0.11
Spread %: 2.26%
Delta: -0.57
Theta: -0.02
Omega: -2.70
Rho: -1.94
 

Quote data

Open: 4.90
High: 4.95
Low: 4.89
Previous Close: 5.00
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.74%
1 Month  
+6.22%
3 Months  
+32.00%
YTD  
+58.65%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.03 4.44
1M High / 1M Low: 5.17 3.95
6M High / 6M Low: - -
High (YTD): 2024-01-31 5.18
Low (YTD): 2024-01-30 3.23
52W High: - -
52W Low: - -
Avg. price 1W:   4.78
Avg. volume 1W:   0.00
Avg. price 1M:   4.47
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -