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Morgan Stanley Put 100 6MK 16.01..../  DE000MB9LVN9  /

Stuttgart
9/17/2024  8:39:48 AM Chg.-0.010 Bid9/17/2024 Ask9/17/2024 Underlying Strike price Expiration date Option type
0.470EUR -2.08% 0.470
Bid Size: 10,000		 0.480
Ask Size: 10,000		 MERCK CO. D... 100.00 - 1/16/2026 Put
 

Master data

WKN: MB9LVN
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Put
Strike price: 100.00 -
Maturity: 1/16/2026
Issue date: 8/8/2023
Last trading day: 1/16/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -21.63
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -0.60
Time value: 0.49
Break-even: 95.10
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 2.08%
Delta: -0.29
Theta: -0.01
Omega: -6.18
Rho: -0.47
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.54%
1 Month
  -27.69%
3 Months  
+20.51%
YTD
  -40.51%
1 Year
  -45.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.480
1M High / 1M Low: 0.610 0.460
6M High / 6M Low: 0.740 0.350
High (YTD): 8/7/2024 0.740
Low (YTD): 5/28/2024 0.350
52W High: 10/19/2023 1.110
52W Low: 5/28/2024 0.350
Avg. price 1W:   0.550
Avg. volume 1W:   0.000
Avg. price 1M:   0.548
Avg. volume 1M:   0.000
Avg. price 6M:   0.476
Avg. volume 6M:   0.000
Avg. price 1Y:   0.634
Avg. volume 1Y:   0.000
Volatility 1M:   109.73%
Volatility 6M:   102.96%
Volatility 1Y:   85.86%
Volatility 3Y:   -