Morgan Stanley Put 75 WAF 20.12.2024
/ DE000ME53BV5
Morgan Stanley Put 75 WAF 20.12.2.../ DE000ME53BV5 /
| 2024-06-06 6:20:39 PM |
Chg.-0.050 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-10.64% |
-
Bid Size: - |
-
Ask Size: - |
SILTRONIC AG NA O.N. |
75.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
ME53BV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SILTRONIC AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-13.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.32 |
| Parity: |
0.19 |
| Time value: |
0.36 |
| Break-even: |
69.60 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.08 |
| Spread %: |
17.39% |
| Delta: |
-0.48 |
| Theta: |
-0.01 |
| Omega: |
-6.45 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.430 |
| High: |
0.440 |
| Low: |
0.420 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.33% |
| 1 Month |
|
|
-12.50% |
| 3 Months |
|
|
+5.00% |
| YTD |
|
|
-32.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.430 |
| 1M High / 1M Low: |
0.500 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-17 |
0.740 |
| Low (YTD): |
2024-03-12 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.458 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.455 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
