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Morgan Stanley Put 150 CHV 20.12..../  DE000MB3ARJ1  /

Stuttgart
2024-05-23  12:45:18 PM Chg.+0.010 Bid4:55:41 PM Ask4:55:41 PM Underlying Strike price Expiration date Option type
0.510EUR +2.00% 0.540
Bid Size: 50,000		 0.550
Ask Size: 50,000		 CHEVRON CORP. D... 150.00 - 2024-12-20 Put
 

Master data

WKN: MB3ARJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 2024-12-20
Issue date: 2023-02-06
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -26.96
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.44
Implied volatility: 0.11
Historic volatility: 0.18
Parity: 0.44
Time value: 0.10
Break-even: 144.60
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.01
Spread %: 1.89%
Delta: -0.52
Theta: 0.00
Omega: -14.11
Rho: -0.47
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.91%
1 Month
  -13.56%
3 Months
  -43.96%
YTD
  -59.52%
1 Year
  -67.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.410
1M High / 1M Low: 0.620 0.410
6M High / 6M Low: 1.670 0.410
High (YTD): 2024-01-18 1.660
Low (YTD): 2024-05-17 0.410
52W High: 2023-05-31 1.800
52W Low: 2024-05-17 0.410
Avg. price 1W:   0.444
Avg. volume 1W:   0.000
Avg. price 1M:   0.490
Avg. volume 1M:   0.000
Avg. price 6M:   1.021
Avg. volume 6M:   0.000
Avg. price 1Y:   1.158
Avg. volume 1Y:   0.000
Volatility 1M:   131.00%
Volatility 6M:   107.08%
Volatility 1Y:   102.88%
Volatility 3Y:   -