Morgan Stanley Put 100 6MK 20.09.2024
/ DE000MB0FEK2
Morgan Stanley Put 100 6MK 20.09..../ DE000MB0FEK2 /
5/13/2024 11:20:49 AM |
Chg.-0.008 |
Bid3:41:29 PM |
Ask3:41:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.041EUR |
-16.33% |
0.051 Bid Size: 50,000 |
0.055 Ask Size: 50,000 |
MERCK CO. D... |
100.00 - |
9/20/2024 |
Put |
Master data
WKN: |
MB0FEK |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 - |
Maturity: |
9/20/2024 |
Issue date: |
11/10/2022 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-223.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.16 |
Parity: |
-2.08 |
Time value: |
0.05 |
Break-even: |
99.46 |
Moneyness: |
0.83 |
Premium: |
0.18 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.00 |
Spread %: |
8.00% |
Delta: |
-0.07 |
Theta: |
-0.01 |
Omega: |
-15.11 |
Rho: |
-0.03 |
Quote data
Open: |
0.041 |
High: |
0.041 |
Low: |
0.041 |
Previous Close: |
0.049 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-26.79% |
1 Month |
|
|
-59.80% |
3 Months |
|
|
-68.94% |
YTD |
|
|
-87.94% |
1 Year |
|
|
-92.55% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.056 |
0.049 |
1M High / 1M Low: |
0.099 |
0.049 |
6M High / 6M Low: |
0.660 |
0.049 |
High (YTD): |
1/2/2024 |
0.280 |
Low (YTD): |
5/10/2024 |
0.049 |
52W High: |
10/19/2023 |
0.770 |
52W Low: |
5/10/2024 |
0.049 |
Avg. price 1W: |
|
0.053 |
Avg. volume 1W: |
|
140 |
Avg. price 1M: |
|
0.070 |
Avg. volume 1M: |
|
36.842 |
Avg. price 6M: |
|
0.226 |
Avg. volume 6M: |
|
5.645 |
Avg. price 1Y: |
|
0.404 |
Avg. volume 1Y: |
|
2.756 |
Volatility 1M: |
|
92.33% |
Volatility 6M: |
|
107.86% |
Volatility 1Y: |
|
108.42% |
Volatility 3Y: |
|
- |