Morgan Stanley Put 400 UNH 20.09..../  DE000MB0Y7E6  /

EUWAX
09/07/2024  20:36:49 Chg.-0.010 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
0.260EUR -3.70% -
Bid Size: -
-
Ask Size: -
UNITEDHEALTH GROUP D... 400.00 - 20/09/2024 Put
 

Master data

WKN: MB0Y7E
Issuer: Morgan Stanley
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Put
Strike price: 400.00 -
Maturity: 20/09/2024
Issue date: 23/11/2022
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -155.80
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.20
Parity: -5.18
Time value: 0.29
Break-even: 397.10
Moneyness: 0.89
Premium: 0.12
Premium p.a.: 0.77
Spread abs.: 0.03
Spread %: 11.54%
Delta: -0.11
Theta: -0.06
Omega: -17.57
Rho: -0.11
 

Quote data

Open: 0.250
High: 0.270
Low: 0.250
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.18%
1 Month     0.00%
3 Months
  -67.90%
YTD
  -64.86%
1 Year
  -88.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.220
1M High / 1M Low: 0.310 0.220
6M High / 6M Low: 1.260 0.180
High (YTD): 12/04/2024 1.260
Low (YTD): 21/05/2024 0.180
52W High: 13/07/2023 2.320
52W Low: 21/05/2024 0.180
Avg. price 1W:   0.252
Avg. volume 1W:   0.000
Avg. price 1M:   0.254
Avg. volume 1M:   0.000
Avg. price 6M:   0.491
Avg. volume 6M:   0.000
Avg. price 1Y:   0.865
Avg. volume 1Y:   0.000
Volatility 1M:   134.85%
Volatility 6M:   248.89%
Volatility 1Y:   188.82%
Volatility 3Y:   -