OverviewChartNewsTraderScreen

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

Stuttgart
8/14/2024  2:49:13 PM Chg.0.000 Bid4:36:22 PM Ask4:36:22 PM Underlying Strike price Expiration date Option type
0.650EUR 0.00% 0.700
Bid Size: 50,000		 0.710
Ask Size: 50,000		 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: -16.00
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -0.40
Time value: 0.65
Break-even: 93.50
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 1.56%
Delta: -0.32
Theta: -0.01
Omega: -5.06
Rho: -0.56
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.650
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.16%
1 Month  
+58.54%
3 Months  
+62.50%
YTD
  -17.72%
1 Year
  -29.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.650
1M High / 1M Low: 0.740 0.410
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:   0.676
Avg. volume 1W:   0.000
Avg. price 1M:   0.548
Avg. volume 1M:   0.000
Avg. price 6M:   0.469
Avg. volume 6M:   0.000
Avg. price 1Y:   0.669
Avg. volume 1Y:   0.000
Volatility 1M:   184.94%
Volatility 6M:   97.82%
Volatility 1Y:   82.07%
Volatility 3Y:   -