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Morgan Stanley Put 100 6MK 20.06..../  DE000MB71SB9  /

Stuttgart
2024-07-16  8:23:53 PM Chg.+0.010 Bid8:55:44 PM Ask8:55:44 PM Underlying Strike price Expiration date Option type
0.228EUR +4.59% 0.230
Bid Size: 25,000		 0.234
Ask Size: 25,000		 MERCK CO. D... 100.00 - 2025-06-20 Put
 

Master data

WKN: MB71SB
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Put
Strike price: 100.00 -
Maturity: 2025-06-20
Issue date: 2023-06-06
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -53.44
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.16
Parity: -1.76
Time value: 0.22
Break-even: 97.80
Moneyness: 0.85
Premium: 0.17
Premium p.a.: 0.18
Spread abs.: 0.00
Spread %: 1.85%
Delta: -0.15
Theta: -0.01
Omega: -8.17
Rho: -0.19
 

Quote data

Open: 0.211
High: 0.228
Low: 0.209
Previous Close: 0.218
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.39%
1 Month  
+10.14%
3 Months
  -28.75%
YTD
  -62.00%
1 Year
  -71.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.241 0.212
1M High / 1M Low: 0.243 0.192
6M High / 6M Low: 0.450 0.192
High (YTD): 2024-01-02 0.520
Low (YTD): 2024-06-25 0.192
52W High: 2023-10-03 0.950
52W Low: 2024-06-25 0.192
Avg. price 1W:   0.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.219
Avg. volume 1M:   0.000
Avg. price 6M:   0.283
Avg. volume 6M:   0.000
Avg. price 1Y:   0.529
Avg. volume 1Y:   0.000
Volatility 1M:   90.76%
Volatility 6M:   91.41%
Volatility 1Y:   84.00%
Volatility 3Y:   -