Morgan Stanley Put 75 HEI 20.09.2.../  DE000ME4M7Y8  /

Stuttgart
2024-06-06  8:24:36 PM Chg.+0.001 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.068EUR +1.49% -
Bid Size: -
-
Ask Size: -
HEIDELBERG MATERIALS... 75.00 EUR 2024-09-20 Put
 

Master data

WKN: ME4M7Y
Issuer: Morgan Stanley
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Put
Strike price: 75.00 EUR
Maturity: 2024-09-20
Issue date: 2023-12-05
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: -128.16
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.22
Parity: -1.98
Time value: 0.07
Break-even: 74.26
Moneyness: 0.79
Premium: 0.22
Premium p.a.: 0.97
Spread abs.: 0.01
Spread %: 10.45%
Delta: -0.08
Theta: -0.01
Omega: -10.64
Rho: -0.03
 

Quote data

Open: 0.066
High: 0.068
Low: 0.066
Previous Close: 0.067
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.24%
1 Month
  -29.90%
3 Months
  -55.84%
YTD
  -71.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.067 0.058
1M High / 1M Low: 0.097 0.049
6M High / 6M Low: 0.340 0.049
High (YTD): 2024-01-03 0.290
Low (YTD): 2024-05-28 0.049
52W High: - -
52W Low: - -
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.073
Avg. volume 1M:   0.000
Avg. price 6M:   0.158
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.91%
Volatility 6M:   125.52%
Volatility 1Y:   -
Volatility 3Y:   -