Morgan Stanley Put 5 SBSW 21.06.2024
/ DE000ME2PTR7
Morgan Stanley Put 5 SBSW 21.06.2.../ DE000ME2PTR7 /
| 2024-05-03 6:52:43 PM |
Chg.- |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Sibanye Stillwater |
5.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
ME2PTR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sibanye Stillwater |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-27 |
| Last trading day: |
2024-05-06 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.22 |
| Historic volatility: |
0.54 |
| Parity: |
-0.24 |
| Time value: |
0.60 |
| Break-even: |
4.40 |
| Moneyness: |
0.95 |
| Premium: |
0.16 |
| Premium p.a.: |
4.75 |
| Spread abs.: |
0.07 |
| Spread %: |
13.21% |
| Delta: |
-0.38 |
| Theta: |
-0.01 |
| Omega: |
-3.28 |
| Rho: |
0.00 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.540 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+31.71% |
| 3 Months |
|
|
-46.53% |
| YTD |
|
|
-6.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.610 |
0.400 |
| 6M High / 6M Low: |
1.240 |
0.300 |
| High (YTD): |
2024-03-05 |
1.240 |
| Low (YTD): |
2024-04-09 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.503 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.791 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.44% |
| Volatility 6M: |
|
190.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
