Morgan Stanley Put 5 SBSW 20.12.2024
/ DE000ME6XMP1
Morgan Stanley Put 5 SBSW 20.12.2.../ DE000ME6XMP1 /
| 2024-05-21 4:09:07 PM |
Chg.-0.020 |
Bid4:17:04 PM |
Ask4:17:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-3.08% |
0.650
Bid Size: 80,000 |
0.700
Ask Size: 80,000 |
Sibanye Stillwater |
5.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
ME6XMP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sibanye Stillwater |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-15 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.54 |
| Parity: |
-0.64 |
| Time value: |
0.71 |
| Break-even: |
3.89 |
| Moneyness: |
0.88 |
| Premium: |
0.26 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.06 |
| Spread %: |
9.23% |
| Delta: |
-0.29 |
| Theta: |
0.00 |
| Omega: |
-2.15 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.630 |
| Previous Close: |
0.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.88% |
| 1 Month |
|
|
-29.21% |
| 3 Months |
|
|
-56.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.620 |
| 1M High / 1M Low: |
1.020 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.702 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.864 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
