Morgan Stanley Put 40 ROL 20.09.2024
/ DE000ME4ANF3
Morgan Stanley Put 40 ROL 20.09.2.../ DE000ME4ANF3 /
2024-06-06 8:17:48 PM |
Chg.+0.003 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.094EUR |
+3.30% |
- Bid Size: - |
- Ask Size: - |
Rollins Inc |
40.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
ME4ANF |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Rollins Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-29 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-40.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.21 |
Parity: |
-0.69 |
Time value: |
0.11 |
Break-even: |
35.71 |
Moneyness: |
0.84 |
Premium: |
0.18 |
Premium p.a.: |
0.78 |
Spread abs.: |
0.02 |
Spread %: |
17.39% |
Delta: |
-0.18 |
Theta: |
-0.01 |
Omega: |
-7.29 |
Rho: |
-0.03 |
Quote data
Open: |
0.086 |
High: |
0.094 |
Low: |
0.086 |
Previous Close: |
0.091 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.32% |
1 Month |
|
|
-15.32% |
3 Months |
|
|
-51.79% |
YTD |
|
|
-62.40% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.114 |
0.091 |
1M High / 1M Low: |
0.114 |
0.091 |
6M High / 6M Low: |
0.320 |
0.091 |
High (YTD): |
2024-02-16 |
0.290 |
Low (YTD): |
2024-06-05 |
0.091 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.103 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.106 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.207 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
124.55% |
Volatility 6M: |
|
104.61% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |