Morgan Stanley Put 140 SIE 20.12..../  DE000MB31XE7  /

Stuttgart
8/2/2024  8:18:35 PM Chg.+0.130 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.420EUR +44.83% -
Bid Size: -
-
Ask Size: -
SIEMENS AG NA O.N. 140.00 - 12/20/2024 Put
 

Master data

WKN: MB31XE
Issuer: Morgan Stanley
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 140.00 -
Maturity: 12/20/2024
Issue date: 1/31/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -53.08
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.24
Parity: -2.45
Time value: 0.31
Break-even: 136.90
Moneyness: 0.85
Premium: 0.17
Premium p.a.: 0.50
Spread abs.: 0.02
Spread %: 6.90%
Delta: -0.16
Theta: -0.03
Omega: -8.66
Rho: -0.11
 

Quote data

Open: 0.310
High: 0.420
Low: 0.310
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+85.02%
1 Month  
+96.26%
3 Months  
+44.83%
YTD
  -35.38%
1 Year
  -68.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.221
1M High / 1M Low: 0.290 0.149
6M High / 6M Low: 0.590 0.149
High (YTD): 1/3/2024 0.780
Low (YTD): 7/16/2024 0.149
52W High: 10/26/2023 2.510
52W Low: 7/16/2024 0.149
Avg. price 1W:   0.241
Avg. volume 1W:   0.000
Avg. price 1M:   0.204
Avg. volume 1M:   0.000
Avg. price 6M:   0.286
Avg. volume 6M:   0.000
Avg. price 1Y:   0.816
Avg. volume 1Y:   0.000
Volatility 1M:   193.35%
Volatility 6M:   161.53%
Volatility 1Y:   132.32%
Volatility 3Y:   -