OverviewChartNewsTraderScreen

Morgan Stanley Put 100 6MK 20.09..../  DE000MB0FEK2  /

EUWAX
8/5/2024  10:34:48 AM Chg.-0.029 Bid2:41:09 PM Ask2:41:09 PM Underlying Strike price Expiration date Option type
0.039EUR -42.65% 0.065
Bid Size: 3,750		 0.106
Ask Size: 3,750		 MERCK CO. D... 100.00 - 9/20/2024 Put
 

Master data

WKN: MB0FEK
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Put
Strike price: 100.00 -
Maturity: 9/20/2024
Issue date: 11/10/2022
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -146.64
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.18
Parity: -0.56
Time value: 0.07
Break-even: 99.28
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 0.58
Spread abs.: 0.00
Spread %: 5.88%
Delta: -0.18
Theta: -0.02
Omega: -26.57
Rho: -0.03
 

Quote data

Open: 0.039
High: 0.039
Low: 0.039
Previous Close: 0.068
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month
  -18.75%
3 Months
  -29.09%
YTD
  -88.53%
1 Year
  -93.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.069 0.045
1M High / 1M Low: 0.069 0.043
6M High / 6M Low: 0.157 0.026
High (YTD): 1/2/2024 0.280
Low (YTD): 5/21/2024 0.026
52W High: 10/19/2023 0.770
52W Low: 5/21/2024 0.026
Avg. price 1W:   0.062
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.075
Avg. volume 6M:   5.512
Avg. price 1Y:   0.282
Avg. volume 1Y:   2.756
Volatility 1M:   180.47%
Volatility 6M:   184.22%
Volatility 1Y:   151.71%
Volatility 3Y:   -