Morgan Stanley Put 70 GXI 20.09.2024
/ DE000ME2PCG6
Morgan Stanley Put 70 GXI 20.09.2.../ DE000ME2PCG6 /
| 2024-05-22 9:20:22 PM |
Chg.- |
Bid9:31:31 AM |
Ask9:31:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
- |
0.600
Bid Size: 40,000 |
0.650
Ask Size: 40,000 |
GERRESHEIMER AG |
70.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
ME2PCG |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.38 |
| Parity: |
-2.32 |
| Time value: |
0.73 |
| Break-even: |
62.70 |
| Moneyness: |
0.75 |
| Premium: |
0.33 |
| Premium p.a.: |
1.37 |
| Spread abs.: |
0.05 |
| Spread %: |
7.35% |
| Delta: |
-0.20 |
| Theta: |
-0.05 |
| Omega: |
-2.59 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.670 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.49% |
| 1 Month |
|
|
-9.33% |
| 3 Months |
|
|
-1.45% |
| YTD |
|
|
-21.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.660 |
| 1M High / 1M Low: |
0.780 |
0.660 |
| 6M High / 6M Low: |
1.110 |
0.470 |
| High (YTD): |
2024-01-03 |
0.940 |
| Low (YTD): |
2024-03-28 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.672 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.707 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.743 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
34.31% |
| Volatility 6M: |
|
100.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
