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Morgan Stanley Put 125 CHV 20.06..../  DE000MB7XD82  /

Stuttgart
2024-07-31  12:56:55 PM Chg.-0.040 Bid5:33:17 PM Ask5:33:17 PM Underlying Strike price Expiration date Option type
0.230EUR -14.81% 0.250
Bid Size: 25,000		 0.260
Ask Size: 25,000		 CHEVRON CORP. D... 125.00 - 2025-06-20 Put
 

Master data

WKN: MB7XD8
Issuer: Morgan Stanley
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Put
Strike price: 125.00 -
Maturity: 2025-06-20
Issue date: 2023-06-26
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -54.64
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.18
Parity: -2.25
Time value: 0.27
Break-even: 122.30
Moneyness: 0.85
Premium: 0.17
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 3.85%
Delta: -0.15
Theta: -0.01
Omega: -8.21
Rho: -0.22
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.81%
1 Month
  -20.69%
3 Months
  -32.35%
YTD
  -69.74%
1 Year
  -66.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.270
1M High / 1M Low: 0.330 0.230
6M High / 6M Low: 0.740 0.230
High (YTD): 2024-01-18 0.950
Low (YTD): 2024-07-18 0.230
52W High: 2023-10-27 1.070
52W Low: 2024-07-18 0.230
Avg. price 1W:   0.288
Avg. volume 1W:   0.000
Avg. price 1M:   0.287
Avg. volume 1M:   0.000
Avg. price 6M:   0.398
Avg. volume 6M:   0.000
Avg. price 1Y:   0.601
Avg. volume 1Y:   0.000
Volatility 1M:   147.32%
Volatility 6M:   105.89%
Volatility 1Y:   95.29%
Volatility 3Y:   -