Morgan Stanley Put 40 ROL 20.09.2024
/ DE000ME4ANF3
Morgan Stanley Put 40 ROL 20.09.2.../ DE000ME4ANF3 /
| 07/06/2024 20:18:17 |
Chg.0.000 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.094EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Rollins Inc |
40.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
ME4ANF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rollins Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
29/11/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-36.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.21 |
| Parity: |
-0.61 |
| Time value: |
0.12 |
| Break-even: |
35.86 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.02 |
| Spread %: |
21.88% |
| Delta: |
-0.20 |
| Theta: |
-0.01 |
| Omega: |
-7.31 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.082 |
| High: |
0.094 |
| Low: |
0.082 |
| Previous Close: |
0.094 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.54% |
| 1 Month |
|
|
-17.54% |
| 3 Months |
|
|
-46.59% |
| YTD |
|
|
-62.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.107 |
0.091 |
| 1M High / 1M Low: |
0.114 |
0.091 |
| 6M High / 6M Low: |
0.320 |
0.091 |
| High (YTD): |
16/02/2024 |
0.290 |
| Low (YTD): |
05/06/2024 |
0.091 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.096 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.104 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.204 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.43% |
| Volatility 6M: |
|
104.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
