Morgan Stanley Put 200 NXPI 20.12.2024
/ DE000MB8G9Y4
Morgan Stanley Put 200 NXPI 20.12.../ DE000MB8G9Y4 /
9/5/2024 12:27:29 PM |
Chg.-0.010 |
Bid9/5/2024 |
Ask9/5/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.640EUR |
-1.54% |
0.640 Bid Size: 5,000 |
0.730 Ask Size: 5,000 |
NXP Semiconductors N... |
200.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
MB8G9Y |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
NXP Semiconductors NV |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
200.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
7/7/2023 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-30.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.33 |
Parity: |
-3.15 |
Time value: |
0.70 |
Break-even: |
173.50 |
Moneyness: |
0.85 |
Premium: |
0.18 |
Premium p.a.: |
0.78 |
Spread abs.: |
0.05 |
Spread %: |
7.69% |
Delta: |
-0.21 |
Theta: |
-0.07 |
Omega: |
-6.30 |
Rho: |
-0.15 |
Quote data
Open: |
0.640 |
High: |
0.640 |
Low: |
0.640 |
Previous Close: |
0.650 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+42.22% |
1 Month |
|
|
-30.43% |
3 Months |
|
|
+77.78% |
YTD |
|
|
-51.15% |
1 Year |
|
|
-72.65% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.650 |
0.380 |
1M High / 1M Low: |
1.050 |
0.380 |
6M High / 6M Low: |
1.540 |
0.260 |
High (YTD): |
1/17/2024 |
2.160 |
Low (YTD): |
7/16/2024 |
0.260 |
52W High: |
11/1/2023 |
3.970 |
52W Low: |
7/16/2024 |
0.260 |
Avg. price 1W: |
|
0.502 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.607 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.619 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.359 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
271.34% |
Volatility 6M: |
|
210.51% |
Volatility 1Y: |
|
167.33% |
Volatility 3Y: |
|
- |