Morgan Stanley Put 225 RHHVF 20.12.2024
/ DE000MB31W75
Morgan Stanley Put 225 RHHVF 20.1.../ DE000MB31W75 /
| 2024-07-08 11:27:41 AM |
Chg.0.000 |
Bid2:03:16 PM |
Ask2:03:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.050EUR |
0.00% |
0.050
Bid Size: 250,000 |
0.053
Ask Size: 250,000 |
Roche Holding Ltd |
225.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
MB31W7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
225.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-01-31 |
| Last trading day: |
2024-12-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-47.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
-0.24 |
| Time value: |
0.05 |
| Break-even: |
219.70 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.00 |
| Spread %: |
6.00% |
| Delta: |
-0.21 |
| Theta: |
-0.03 |
| Omega: |
-9.88 |
| Rho: |
-0.26 |
Quote data
| Open: |
0.050 |
| High: |
0.050 |
| Low: |
0.050 |
| Previous Close: |
0.050 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.58% |
| 1 Month |
|
|
-19.35% |
| 3 Months |
|
|
-69.14% |
| YTD |
|
|
-60.32% |
| 1 Year |
|
|
-41.18% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.050 |
0.038 |
| 1M High / 1M Low: |
0.069 |
0.035 |
| 6M High / 6M Low: |
0.190 |
0.035 |
| High (YTD): |
2024-05-02 |
0.190 |
| Low (YTD): |
2024-06-24 |
0.035 |
| 52W High: |
2024-05-02 |
0.190 |
| 52W Low: |
2024-06-24 |
0.035 |
| Avg. price 1W: |
|
0.045 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.048 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.114 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.113 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
151.84% |
| Volatility 6M: |
|
153.85% |
| Volatility 1Y: |
|
132.15% |
| Volatility 3Y: |
|
- |
