Morgan Stanley Put 100 GXI 21.06.2024
/ DE000MB7ZTS6
Morgan Stanley Put 100 GXI 21.06..../ DE000MB7ZTS6 /
| 31/05/2024 18:31:28 |
Chg.-0.090 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-13.85% |
-
Bid Size: - |
-
Ask Size: - |
GERRESHEIMER AG |
100.00 - |
21/06/2024 |
Put |
Master data
| WKN: |
MB7ZTS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
27/06/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.40 |
| Parity: |
-0.26 |
| Time value: |
0.71 |
| Break-even: |
92.90 |
| Moneyness: |
0.97 |
| Premium: |
0.09 |
| Premium p.a.: |
3.81 |
| Spread abs.: |
0.07 |
| Spread %: |
10.94% |
| Delta: |
-0.41 |
| Theta: |
-0.19 |
| Omega: |
-5.87 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.560 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.45% |
| 1 Month |
|
|
-38.46% |
| 3 Months |
|
|
-30.00% |
| YTD |
|
|
-64.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.560 |
| 1M High / 1M Low: |
1.220 |
0.560 |
| 6M High / 6M Low: |
2.140 |
0.560 |
| High (YTD): |
17/01/2024 |
2.020 |
| Low (YTD): |
31/05/2024 |
0.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.612 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.777 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.245 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.58% |
| Volatility 6M: |
|
168.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
