Morgan Stanley Put 75 WAF 20.12.2024
/ DE000ME99W30
Morgan Stanley Put 75 WAF 20.12.2.../ DE000ME99W30 /
2024-06-07 11:26:37 AM |
Chg.-0.040 |
Bid1:02:08 PM |
Ask1:02:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.790EUR |
-4.82% |
0.780 Bid Size: 10,000 |
0.850 Ask Size: 10,000 |
SILTRONIC AG NA O.N. |
75.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
ME99W3 |
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: |
2024-02-27 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-8.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.65 |
Intrinsic value: |
0.06 |
Implied volatility: |
0.44 |
Historic volatility: |
0.32 |
Parity: |
0.06 |
Time value: |
0.85 |
Break-even: |
66.00 |
Moneyness: |
1.01 |
Premium: |
0.11 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.07 |
Spread %: |
8.43% |
Delta: |
-0.42 |
Theta: |
-0.02 |
Omega: |
-3.48 |
Rho: |
-0.22 |
Quote data
Open: |
0.840 |
High: |
0.840 |
Low: |
0.790 |
Previous Close: |
0.830 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.24% |
1 Month |
|
|
-22.55% |
3 Months |
|
|
-7.06% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.980 |
0.830 |
1M High / 1M Low: |
1.060 |
0.800 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.908 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.924 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
78.99% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |