Morgan Stanley Put 5 SBSW 20.09.2024
/ DE000ME2PTQ9
Morgan Stanley Put 5 SBSW 20.09.2.../ DE000ME2PTQ9 /
| 2024-05-21 6:20:17 PM |
Chg.+0.040 |
Bid6:30:44 PM |
Ask6:30:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+9.76% |
0.450
Bid Size: 80,000 |
0.500
Ask Size: 80,000 |
Sibanye Stillwater |
5.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
ME2PTQ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sibanye Stillwater |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.54 |
| Parity: |
-0.64 |
| Time value: |
0.47 |
| Break-even: |
4.13 |
| Moneyness: |
0.88 |
| Premium: |
0.21 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.06 |
| Spread %: |
14.63% |
| Delta: |
-0.29 |
| Theta: |
0.00 |
| Omega: |
-3.22 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.430 |
| High: |
0.450 |
| Low: |
0.430 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.23% |
| 1 Month |
|
|
-31.82% |
| 3 Months |
|
|
-64.00% |
| YTD |
|
|
-40.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.400 |
| 1M High / 1M Low: |
0.870 |
0.400 |
| 6M High / 6M Low: |
1.440 |
0.400 |
| High (YTD): |
2024-03-05 |
1.440 |
| Low (YTD): |
2024-05-17 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.474 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.673 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.972 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.97% |
| Volatility 6M: |
|
135.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
