Morgan Stanley Put 85 GXI 20.09.2024
/ DE000ME2LVT8
Morgan Stanley Put 85 GXI 20.09.2.../ DE000ME2LVT8 /
| 2024-05-22 9:19:39 PM |
Chg.- |
Bid9:45:28 AM |
Ask9:45:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
- |
0.750
Bid Size: 40,000 |
0.790
Ask Size: 40,000 |
GERRESHEIMER AG |
85.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
ME2LVT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-26 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.38 |
| Parity: |
-0.82 |
| Time value: |
1.04 |
| Break-even: |
74.60 |
| Moneyness: |
0.91 |
| Premium: |
0.20 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.06 |
| Spread %: |
6.12% |
| Delta: |
-0.32 |
| Theta: |
-0.05 |
| Omega: |
-2.89 |
| Rho: |
-0.13 |
Quote data
| Open: |
1.020 |
| High: |
1.020 |
| Low: |
0.930 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
+1.03% |
| 3 Months |
|
|
+5.38% |
| YTD |
|
|
-23.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.840 |
| 1M High / 1M Low: |
1.000 |
0.840 |
| 6M High / 6M Low: |
1.620 |
0.670 |
| High (YTD): |
2024-01-17 |
1.450 |
| Low (YTD): |
2024-03-06 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.886 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.909 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.073 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.56% |
| Volatility 6M: |
|
98.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
