Morgan Stanley Put 100 6MK 20.12.2024
/ DE000MB17YY2
Morgan Stanley Put 100 6MK 20.12..../ DE000MB17YY2 /
06/09/2024 20:43:44 |
Chg.+0.025 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.124EUR |
+25.25% |
- Bid Size: - |
- Ask Size: - |
MERCK CO. D... |
100.00 - |
20/12/2024 |
Put |
Master data
WKN: |
MB17YY |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 - |
Maturity: |
20/12/2024 |
Issue date: |
05/12/2022 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-81.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.18 |
Parity: |
-0.63 |
Time value: |
0.13 |
Break-even: |
98.70 |
Moneyness: |
0.94 |
Premium: |
0.07 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.00 |
Spread %: |
3.17% |
Delta: |
-0.21 |
Theta: |
-0.01 |
Omega: |
-17.52 |
Rho: |
-0.07 |
Quote data
Open: |
0.101 |
High: |
0.124 |
Low: |
0.094 |
Previous Close: |
0.099 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+21.57% |
1 Month |
|
|
-55.71% |
3 Months |
|
|
+45.88% |
YTD |
|
|
-71.16% |
1 Year |
|
|
-80.32% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.133 |
0.085 |
1M High / 1M Low: |
0.280 |
0.085 |
6M High / 6M Low: |
0.280 |
0.059 |
High (YTD): |
02/01/2024 |
0.360 |
Low (YTD): |
30/07/2024 |
0.059 |
52W High: |
03/10/2023 |
0.810 |
52W Low: |
30/07/2024 |
0.059 |
Avg. price 1W: |
|
0.111 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.157 |
Avg. volume 1M: |
|
98.913 |
Avg. price 6M: |
|
0.131 |
Avg. volume 6M: |
|
17.636 |
Avg. price 1Y: |
|
0.309 |
Avg. volume 1Y: |
|
22.559 |
Volatility 1M: |
|
215.85% |
Volatility 6M: |
|
340.29% |
Volatility 1Y: |
|
249.90% |
Volatility 3Y: |
|
- |