Morgan Stanley Put 80 703 16.12.2.../  DE000MD2N2L9  /

EUWAX
12/2/2022  9:51:00 PM Chg.0.000 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.100EUR 0.00% -
Bid Size: -
-
Ask Size: -
ALFEN N.V. EO -,10 80.00 EUR 12/16/2022 Put

Master data

WKN: MD2N2L
Issuer: Morgan Stanley
Currency: EUR
Underlying: ALFEN N.V. EO -,10
Type: Warrant
Option type: Put
Strike price: 80.00 EUR
Maturity: 12/16/2022
Issue date: 3/15/2022
Last trading day: 12/16/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -41.24
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.28
Historic volatility: 0.51
Parity: -1.36
Time value: 0.23
Break-even: 77.73
Moneyness: 0.85
Premium: 0.17
Premium p.a.: 58.58
Spread abs.: 0.13
Spread %: 55.95%
Delta: -0.16
Theta: -0.13
Omega: -6.70
Rho: -0.01
 

Quote data

Open: 0.138
High: 0.138
Low: 0.100
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month
  -54.55%
3 Months
  -67.74%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.090
1M High / 1M Low: 0.290 0.090
6M High / 6M Low: 1.140 0.090
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.100
Avg. volume 1W:   0.000
Avg. price 1M:   0.155
Avg. volume 1M:   0.000
Avg. price 6M:   0.441
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   420.92%
Volatility 6M:   264.92%
Volatility 1Y:   -
Volatility 3Y:   -