Morgan Stanley Put 70 WAF 20.12.2024
/ DE000ME5Z866
Morgan Stanley Put 70 WAF 20.12.2.../ DE000ME5Z866 /
| 2024-06-07 11:29:08 AM |
Chg.-0.030 |
Bid1:43:13 PM |
Ask1:43:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-4.84% |
0.590
Bid Size: 10,000 |
0.650
Ask Size: 10,000 |
SILTRONIC AG NA O.N. |
70.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
ME5Z86 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SILTRONIC AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.32 |
| Parity: |
-0.45 |
| Time value: |
0.69 |
| Break-even: |
63.10 |
| Moneyness: |
0.94 |
| Premium: |
0.15 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.06 |
| Spread %: |
9.52% |
| Delta: |
-0.34 |
| Theta: |
-0.02 |
| Omega: |
-3.68 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.590 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.49% |
| 1 Month |
|
|
-27.16% |
| 3 Months |
|
|
-18.06% |
| YTD |
|
|
-51.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.620 |
| 1M High / 1M Low: |
0.830 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-18 |
1.230 |
| Low (YTD): |
2024-05-24 |
0.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.692 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.713 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
