Morgan Stanley Put 100 RVTY 21.06.2024
/ DE000MB827Z7
Morgan Stanley Put 100 RVTY 21.06.../ DE000MB827Z7 /
| 2024-05-31 8:49:16 PM |
Chg.+0.027 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.114EUR |
+31.03% |
-
Bid Size: - |
-
Ask Size: - |
Revvity Inc |
100.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
MB827Z |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Revvity Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-28 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-82.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.28 |
| Parity: |
-0.85 |
| Time value: |
0.12 |
| Break-even: |
90.96 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
4.41 |
| Spread abs.: |
0.03 |
| Spread %: |
27.08% |
| Delta: |
-0.19 |
| Theta: |
-0.07 |
| Omega: |
-15.67 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.095 |
| High: |
0.114 |
| Low: |
0.095 |
| Previous Close: |
0.087 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+78.13% |
| 1 Month |
|
|
-59.29% |
| 3 Months |
|
|
-70.00% |
| YTD |
|
|
-78.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.114 |
0.056 |
| 1M High / 1M Low: |
0.330 |
0.056 |
| 6M High / 6M Low: |
1.460 |
0.056 |
| High (YTD): |
2024-02-08 |
0.710 |
| Low (YTD): |
2024-05-27 |
0.056 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.081 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.140 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.492 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
282.77% |
| Volatility 6M: |
|
221.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
