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Morgan Stanley Put 100 6MK 19.12..../  DE000MB9BNW8  /

Stuttgart
11/11/2024  3:29:15 PM Chg.-0.050 Bid5:17:51 PM Ask5:17:51 PM Underlying Strike price Expiration date Option type
0.750EUR -6.25% 0.830
Bid Size: 150,000		 0.840
Ask Size: 150,000		 MERCK CO. D... 100.00 - 12/19/2025 Put
 

Master data

WKN: MB9BNW
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Put
Strike price: 100.00 -
Maturity: 12/19/2025
Issue date: 8/1/2023
Last trading day: 12/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -12.48
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.39
Implied volatility: 0.18
Historic volatility: 0.19
Parity: 0.39
Time value: 0.38
Break-even: 92.30
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 1.32%
Delta: -0.47
Theta: 0.00
Omega: -5.91
Rho: -0.59
 

Quote data

Open: 0.780
High: 0.780
Low: 0.750
Previous Close: 0.800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.54%
1 Month  
+29.31%
3 Months  
+19.05%
YTD
  -2.60%
1 Year
  -29.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.790
1M High / 1M Low: 0.830 0.540
6M High / 6M Low: 0.830 0.320
High (YTD): 11/1/2024 0.830
Low (YTD): 5/21/2024 0.320
52W High: 11/17/2023 1.020
52W Low: 5/21/2024 0.320
Avg. price 1W:   0.808
Avg. volume 1W:   0.000
Avg. price 1M:   0.708
Avg. volume 1M:   0.000
Avg. price 6M:   0.498
Avg. volume 6M:   0.000
Avg. price 1Y:   0.551
Avg. volume 1Y:   0.000
Volatility 1M:   60.51%
Volatility 6M:   104.46%
Volatility 1Y:   87.61%
Volatility 3Y:   -