Morgan Stanley Put 70 BNR 20.09.2024
/ DE000ME15WX6
Morgan Stanley Put 70 BNR 20.09.2.../ DE000ME15WX6 /
| 2024-05-02 6:16:25 PM |
Chg.-0.020 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-5.56% |
-
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: |
-19.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.17 |
| Parity: |
-0.49 |
| Time value: |
0.38 |
| Break-even: |
66.20 |
| Moneyness: |
0.94 |
| Premium: |
0.12 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
5.56% |
| Delta: |
-0.31 |
| Theta: |
-0.02 |
| Omega: |
-6.20 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.370 |
| High: |
0.380 |
| Low: |
0.340 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.86% |
| 1 Month |
|
|
+13.33% |
| 3 Months |
|
|
-19.05% |
| YTD |
|
|
-19.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.340 |
| 1M High / 1M Low: |
0.410 |
0.300 |
| 6M High / 6M Low: |
0.930 |
0.240 |
| High (YTD): |
2024-02-13 |
0.460 |
| Low (YTD): |
2024-03-01 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.348 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.351 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.437 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.55% |
| Volatility 6M: |
|
96.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
