Morgan Stanley Put 225 RHHVF 20.12.2024
/ DE000MB31W75
Morgan Stanley Put 225 RHHVF 20.1.../ DE000MB31W75 /
2024-06-27 6:44:58 PM |
Chg.- |
Bid10:04:03 AM |
Ask10:04:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.040EUR |
- |
0.041 Bid Size: 250,000 |
0.043 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: |
-61.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.22 |
Parity: |
-0.34 |
Time value: |
0.04 |
Break-even: |
220.80 |
Moneyness: |
0.87 |
Premium: |
0.15 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.00 |
Spread %: |
7.69% |
Delta: |
-0.16 |
Theta: |
-0.03 |
Omega: |
-9.91 |
Rho: |
-0.22 |
Quote data
Open: |
0.041 |
High: |
0.041 |
Low: |
0.040 |
Previous Close: |
0.043 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.56% |
1 Month |
|
|
-63.64% |
3 Months |
|
|
-65.22% |
YTD |
|
|
-68.25% |
1 Year |
|
|
-43.66% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.043 |
0.035 |
1M High / 1M Low: |
0.110 |
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: |
|
0.039 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.066 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.117 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.113 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
137.28% |
Volatility 6M: |
|
153.61% |
Volatility 1Y: |
|
131.88% |
Volatility 3Y: |
|
- |