Morgan Stanley Put 70 WAF 20.09.2024
/ DE000ME14VN2
Morgan Stanley Put 70 WAF 20.09.2.../ DE000ME14VN2 /
| 2024-05-31 6:29:29 PM |
Chg.+0.010 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+2.22% |
-
Bid Size: - |
-
Ask Size: - |
SILTRONIC AG NA O.N. |
70.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
ME14VN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SILTRONIC AG 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: |
-14.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.32 |
| Parity: |
-0.46 |
| Time value: |
0.50 |
| Break-even: |
65.00 |
| Moneyness: |
0.94 |
| Premium: |
0.13 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.06 |
| Spread %: |
13.64% |
| Delta: |
-0.34 |
| Theta: |
-0.03 |
| Omega: |
-5.03 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.460 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.98% |
| 1 Month |
|
|
-34.29% |
| 3 Months |
|
|
-4.17% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.440 |
| 1M High / 1M Low: |
0.750 |
0.430 |
| 6M High / 6M Low: |
1.060 |
0.430 |
| High (YTD): |
2024-01-03 |
1.010 |
| Low (YTD): |
2024-05-24 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.452 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.520 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.704 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.61% |
| Volatility 6M: |
|
102.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
