Morgan Stanley Put 30 BAC 20.12.2024
/ DE000MB3AZJ4
Morgan Stanley Put 30 BAC 20.12.2.../ DE000MB3AZJ4 /
8/28/2024 6:20:04 PM |
Chg.-0.003 |
Bid6:55:00 PM |
Ask6:55:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.015EUR |
-16.67% |
0.014 Bid Size: 250,000 |
0.040 Ask Size: 250,000 |
VERIZON COMM. INC. D... |
30.00 - |
12/20/2024 |
Put |
Master data
WKN: |
MB3AZJ |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
VERIZON COMM. INC. DL-,10 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
30.00 - |
Maturity: |
12/20/2024 |
Issue date: |
2/6/2023 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-92.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.20 |
Parity: |
-0.71 |
Time value: |
0.04 |
Break-even: |
29.60 |
Moneyness: |
0.81 |
Premium: |
0.20 |
Premium p.a.: |
0.80 |
Spread abs.: |
0.02 |
Spread %: |
150.00% |
Delta: |
-0.11 |
Theta: |
-0.01 |
Omega: |
-9.86 |
Rho: |
-0.01 |
Quote data
Open: |
0.014 |
High: |
0.015 |
Low: |
0.014 |
Previous Close: |
0.018 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-31.82% |
1 Month |
|
|
-46.43% |
3 Months |
|
|
-55.88% |
YTD |
|
|
-85.15% |
1 Year |
|
|
-93.45% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.022 |
0.018 |
1M High / 1M Low: |
0.035 |
0.018 |
6M High / 6M Low: |
0.062 |
0.018 |
High (YTD): |
1/2/2024 |
0.086 |
Low (YTD): |
8/27/2024 |
0.018 |
52W High: |
10/5/2023 |
0.310 |
52W Low: |
8/27/2024 |
0.018 |
Avg. price 1W: |
|
0.021 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.026 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.036 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.089 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
144.40% |
Volatility 6M: |
|
132.19% |
Volatility 1Y: |
|
123.29% |
Volatility 3Y: |
|
- |