Morgan Stanley Put 70 CTSH 21.06..../  DE000ME57FC7  /

Stuttgart
2024-05-02  6:42:08 PM Chg.-0.070 Bid9:25:34 PM Ask9:25:34 PM Underlying Strike price Expiration date Option type
0.450EUR -13.46% 0.430
Bid Size: 80,000
0.440
Ask Size: 80,000
Cognizant Technology... 70.00 USD 2024-06-21 Put
 

Master data

WKN: ME57FC
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Put
Strike price: 70.00 USD
Maturity: 2024-06-21
Issue date: 2023-12-13
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -11.09
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.43
Implied volatility: 0.34
Historic volatility: 0.20
Parity: 0.43
Time value: 0.12
Break-even: 59.82
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 3.77%
Delta: -0.67
Theta: -0.02
Omega: -7.46
Rho: -0.06
 

Quote data

Open: 0.280
High: 0.450
Low: 0.280
Previous Close: 0.520
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.17%
1 Month  
+102.70%
3 Months  
+147.25%
YTD  
+104.55%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.520 0.440
1M High / 1M Low: 0.520 0.222
6M High / 6M Low: - -
High (YTD): 2024-04-30 0.520
Low (YTD): 2024-03-04 0.105
52W High: - -
52W Low: - -
Avg. price 1W:   0.470
Avg. volume 1W:   0.000
Avg. price 1M:   0.352
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   190.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -