Morgan Stanley Put 95 GXI 20.09.2024
/ DE000ME2LVS0
Morgan Stanley Put 95 GXI 20.09.2.../ DE000ME2LVS0 /
| 2024-05-22 9:19:39 PM |
Chg.- |
Bid10:01:28 AM |
Ask10:01:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.41EUR |
- |
0.96
Bid Size: 40,000 |
1.02
Ask Size: 40,000 |
GERRESHEIMER AG |
95.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
ME2LVS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-26 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.38 |
| Parity: |
0.18 |
| Time value: |
1.28 |
| Break-even: |
80.40 |
| Moneyness: |
1.02 |
| Premium: |
0.14 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.05 |
| Spread %: |
3.55% |
| Delta: |
-0.43 |
| Theta: |
-0.05 |
| Omega: |
-2.75 |
| Rho: |
-0.18 |
Quote data
| Open: |
1.48 |
| High: |
1.48 |
| Low: |
1.32 |
| Previous Close: |
1.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.36% |
| 1 Month |
|
|
+13.71% |
| 3 Months |
|
|
+15.57% |
| YTD |
|
|
-16.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.41 |
1.09 |
| 1M High / 1M Low: |
1.41 |
1.09 |
| 6M High / 6M Low: |
2.12 |
0.89 |
| High (YTD): |
2024-01-17 |
1.99 |
| Low (YTD): |
2024-03-06 |
0.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.98% |
| Volatility 6M: |
|
102.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
