Morgan Stanley Put 225 RHHVF 20.12.2024
/ DE000MB31W75
Morgan Stanley Put 225 RHHVF 20.1.../ DE000MB31W75 /
14/08/2024 18:50:21 |
Chg.-0.002 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.019EUR |
-9.52% |
- Bid Size: - |
- Ask Size: - |
Roche Holding Ltd |
225.00 - |
20/12/2024 |
Put |
Master data
WKN: |
MB31W7 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Roche Holding Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
225.00 - |
Maturity: |
20/12/2024 |
Issue date: |
31/01/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-72.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.23 |
Parity: |
-0.66 |
Time value: |
0.04 |
Break-even: |
221.00 |
Moneyness: |
0.77 |
Premium: |
0.24 |
Premium p.a.: |
0.84 |
Spread abs.: |
0.02 |
Spread %: |
100.00% |
Delta: |
-0.11 |
Theta: |
-0.05 |
Omega: |
-7.82 |
Rho: |
-0.12 |
Quote data
Open: |
0.021 |
High: |
0.021 |
Low: |
0.019 |
Previous Close: |
0.021 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.00% |
1 Month |
|
|
-44.12% |
3 Months |
|
|
-85.50% |
YTD |
|
|
-84.92% |
1 Year |
|
|
-75.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.022 |
0.020 |
1M High / 1M Low: |
0.030 |
0.013 |
6M High / 6M Low: |
0.190 |
0.013 |
High (YTD): |
02/05/2024 |
0.190 |
Low (YTD): |
01/08/2024 |
0.013 |
52W High: |
02/05/2024 |
0.190 |
52W Low: |
01/08/2024 |
0.013 |
Avg. price 1W: |
|
0.021 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.019 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.093 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.107 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
385.36% |
Volatility 6M: |
|
206.02% |
Volatility 1Y: |
|
168.67% |
Volatility 3Y: |
|
- |