Morgan Stanley Put 100 TR1 20.12.2024
/ DE000MB3A3G5
Morgan Stanley Put 100 TR1 20.12..../ DE000MB3A3G5 /
9/26/2024 6:05:52 PM |
Chg.- |
Bid11:53:07 AM |
Ask11:53:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
- |
0.210 Bid Size: 10,000 |
0.260 Ask Size: 10,000 |
T.ROW.PR.GRP D... |
100.00 - |
12/20/2024 |
Put |
Master data
WKN: |
MB3A3G |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
T.ROW.PR.GRP DL-,20 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 - |
Maturity: |
12/20/2024 |
Issue date: |
2/6/2023 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-33.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.21 |
Implied volatility: |
0.11 |
Historic volatility: |
0.21 |
Parity: |
0.21 |
Time value: |
0.08 |
Break-even: |
97.10 |
Moneyness: |
1.02 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.03 |
Spread %: |
11.54% |
Delta: |
-0.59 |
Theta: |
-0.01 |
Omega: |
-19.89 |
Rho: |
-0.14 |
Quote data
Open: |
0.240 |
High: |
0.240 |
Low: |
0.230 |
Previous Close: |
0.240 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.17% |
1 Month |
|
|
-23.33% |
3 Months |
|
|
-11.54% |
YTD |
|
|
-66.18% |
1 Year |
|
|
-80.34% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.212 |
1M High / 1M Low: |
0.510 |
0.211 |
6M High / 6M Low: |
0.600 |
0.208 |
High (YTD): |
2/13/2024 |
0.840 |
Low (YTD): |
7/16/2024 |
0.208 |
52W High: |
10/27/2023 |
1.730 |
52W Low: |
7/16/2024 |
0.208 |
Avg. price 1W: |
|
0.227 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.339 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.345 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.611 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
227.54% |
Volatility 6M: |
|
187.37% |
Volatility 1Y: |
|
157.53% |
Volatility 3Y: |
|
- |