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Morgan Stanley Put 125 CHV 20.12..../  DE000MB3ARK9  /

Stuttgart
20/06/2024  13:21:28 Chg.+0.012 Bid17:43:19 Ask17:43:19 Underlying Strike price Expiration date Option type
0.113EUR +11.88% 0.104
Bid Size: 125,000		 0.114
Ask Size: 125,000		 CHEVRON CORP. D... 125.00 - 20/12/2024 Put
 

Master data

WKN: MB3ARK
Issuer: Morgan Stanley
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Put
Strike price: 125.00 -
Maturity: 20/12/2024
Issue date: 06/02/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -97.72
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -1.77
Time value: 0.15
Break-even: 123.54
Moneyness: 0.88
Premium: 0.13
Premium p.a.: 0.29
Spread abs.: 0.04
Spread %: 37.74%
Delta: -0.13
Theta: -0.01
Omega: -12.94
Rho: -0.10
 

Quote data

Open: 0.113
High: 0.113
Low: 0.113
Previous Close: 0.101
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.72%
1 Month  
+39.51%
3 Months
  -54.80%
YTD
  -76.94%
1 Year
  -84.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.129 0.101
1M High / 1M Low: 0.129 0.081
6M High / 6M Low: 0.660 0.081
High (YTD): 18/01/2024 0.660
Low (YTD): 20/05/2024 0.081
52W High: 27/10/2023 0.810
52W Low: 20/05/2024 0.081
Avg. price 1W:   0.121
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   0.000
Avg. price 6M:   0.277
Avg. volume 6M:   0.000
Avg. price 1Y:   0.431
Avg. volume 1Y:   0.000
Volatility 1M:   149.49%
Volatility 6M:   129.74%
Volatility 1Y:   122.58%
Volatility 3Y:   -