Morgan Stanley Put 100 6MK 20.12.2024
/ DE000MB17YY2
Morgan Stanley Put 100 6MK 20.12..../ DE000MB17YY2 /
5/10/2024 9:06:33 PM |
Chg.- |
Bid9:21:26 AM |
Ask9:21:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.096EUR |
- |
0.086 Bid Size: 2,000 |
0.127 Ask Size: 2,000 |
MERCK CO. D... |
100.00 - |
12/20/2024 |
Put |
Master data
WKN: |
MB17YY |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 - |
Maturity: |
12/20/2024 |
Issue date: |
12/5/2022 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-118.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.16 |
Parity: |
-2.07 |
Time value: |
0.10 |
Break-even: |
98.98 |
Moneyness: |
0.83 |
Premium: |
0.18 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.00 |
Spread %: |
4.08% |
Delta: |
-0.10 |
Theta: |
-0.01 |
Omega: |
-11.36 |
Rho: |
-0.08 |
Quote data
Open: |
0.091 |
High: |
0.097 |
Low: |
0.091 |
Previous Close: |
0.099 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.04% |
1 Month |
|
|
-44.19% |
3 Months |
|
|
-53.40% |
YTD |
|
|
-77.67% |
1 Year |
|
|
-85.45% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.113 |
0.096 |
1M High / 1M Low: |
0.172 |
0.096 |
6M High / 6M Low: |
0.720 |
0.096 |
High (YTD): |
1/2/2024 |
0.360 |
Low (YTD): |
5/10/2024 |
0.096 |
52W High: |
10/3/2023 |
0.810 |
52W Low: |
5/10/2024 |
0.096 |
Avg. price 1W: |
|
0.104 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.131 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.300 |
Avg. volume 6M: |
|
28.226 |
Avg. price 1Y: |
|
0.481 |
Avg. volume 1Y: |
|
13.780 |
Volatility 1M: |
|
79.69% |
Volatility 6M: |
|
95.47% |
Volatility 1Y: |
|
95.63% |
Volatility 3Y: |
|
- |