Morgan Stanley Put 100 GXI 21.06.2024
/ DE000MB7ZTS6
Morgan Stanley Put 100 GXI 21.06..../ DE000MB7ZTS6 /
| 2024-05-16 3:23:39 PM |
Chg.-0.030 |
Bid5:30:31 PM |
Ask5:30:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
-3.95% |
-
Bid Size: - |
-
Ask Size: - |
GERRESHEIMER AG |
100.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
MB7ZTS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.38 |
| Parity: |
-0.11 |
| Time value: |
0.84 |
| Break-even: |
91.60 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
1.49 |
| Spread abs.: |
0.09 |
| Spread %: |
12.00% |
| Delta: |
-0.43 |
| Theta: |
-0.12 |
| Omega: |
-5.16 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.720 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.98% |
| 1 Month |
|
|
-35.40% |
| 3 Months |
|
|
-56.02% |
| YTD |
|
|
-54.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.760 |
| 1M High / 1M Low: |
1.130 |
0.750 |
| 6M High / 6M Low: |
2.370 |
0.680 |
| High (YTD): |
2024-01-17 |
2.020 |
| Low (YTD): |
2024-03-06 |
0.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.842 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.925 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.374 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.32% |
| Volatility 6M: |
|
142.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
