Morgan Stanley Put 150 MRK 20.12.2024
/ DE000MB7MJ55
Morgan Stanley Put 150 MRK 20.12..../ DE000MB7MJ55 /
| 11/06/2024 11:58:22 |
Chg.+0.010 |
Bid16:41:13 |
Ask16:41:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+2.22% |
0.450
Bid Size: 40,000 |
0.460
Ask Size: 40,000 |
MERCK KGAA O.N. |
150.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
MB7MJ5 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
16/06/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-34.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.27 |
| Parity: |
-2.19 |
| Time value: |
0.50 |
| Break-even: |
145.00 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.07 |
| Spread %: |
16.28% |
| Delta: |
-0.21 |
| Theta: |
-0.02 |
| Omega: |
-7.16 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.69% |
| 1 Month |
|
|
-47.73% |
| 3 Months |
|
|
-57.01% |
| YTD |
|
|
-73.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.450 |
| 1M High / 1M Low: |
0.940 |
0.450 |
| 6M High / 6M Low: |
2.150 |
0.450 |
| High (YTD): |
08/01/2024 |
1.850 |
| Low (YTD): |
10/06/2024 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.590 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.168 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.00% |
| Volatility 6M: |
|
113.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
