Morgan Stanley Put 85 GXI 21.06.2024
/ DE000ME2LVU6
Morgan Stanley Put 85 GXI 21.06.2.../ DE000ME2LVU6 /
2024-05-22 9:19:39 PM |
Chg.- |
Bid10:35:27 AM |
Ask10:35:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
- |
0.420 Bid Size: 40,000 |
0.470 Ask Size: 40,000 |
GERRESHEIMER AG |
85.00 EUR |
2024-06-21 |
Put |
Master data
WKN: |
ME2LVU |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
GERRESHEIMER AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
85.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-10-26 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-16.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.94 |
Historic volatility: |
0.38 |
Parity: |
-0.82 |
Time value: |
0.57 |
Break-even: |
79.30 |
Moneyness: |
0.91 |
Premium: |
0.15 |
Premium p.a.: |
4.75 |
Spread abs.: |
0.06 |
Spread %: |
11.76% |
Delta: |
-0.31 |
Theta: |
-0.15 |
Omega: |
-5.09 |
Rho: |
-0.03 |
Quote data
Open: |
0.520 |
High: |
0.520 |
Low: |
0.480 |
Previous Close: |
0.440 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.33% |
1 Month |
|
|
-8.93% |
3 Months |
|
|
-17.74% |
YTD |
|
|
-46.88% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.510 |
0.440 |
1M High / 1M Low: |
0.580 |
0.440 |
6M High / 6M Low: |
1.300 |
0.410 |
High (YTD): |
2024-01-17 |
1.130 |
Low (YTD): |
2024-03-22 |
0.410 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.458 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.498 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.750 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
72.72% |
Volatility 6M: |
|
126.05% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |