Morgan Stanley Put 70 BNR 20.09.2024
/ DE000ME15WX6
Morgan Stanley Put 70 BNR 20.09.2.../ DE000ME15WX6 /
| 2024-05-17 6:27:34 PM |
Chg.+0.010 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+2.17% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
70.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
ME15WX |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
0.02 |
| Time value: |
0.48 |
| Break-even: |
65.00 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.04 |
| Spread %: |
8.70% |
| Delta: |
-0.44 |
| Theta: |
-0.02 |
| Omega: |
-6.15 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.460 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+88.00% |
| 1 Month |
|
|
+20.51% |
| 3 Months |
|
|
+11.90% |
| YTD |
|
|
+11.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.250 |
| 1M High / 1M Low: |
0.460 |
0.210 |
| 6M High / 6M Low: |
0.670 |
0.210 |
| High (YTD): |
2024-05-16 |
0.460 |
| Low (YTD): |
2024-05-09 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.360 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.344 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.398 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.46% |
| Volatility 6M: |
|
140.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
