Morgan Stanley Put 150 PEP 21.06.2024
/ DE000MB7GEV2
Morgan Stanley Put 150 PEP 21.06..../ DE000MB7GEV2 /
| 2024-05-31 6:07:27 PM |
Chg.- |
Bid8:00:04 PM |
Ask8:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.024EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
PEPSICO INC. DL-... |
150.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
MB7GEV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
PEPSICO INC. DL-,0166 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-14 |
| Last trading day: |
2024-06-03 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-385.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.15 |
| Parity: |
-0.41 |
| Time value: |
0.04 |
| Break-even: |
149.60 |
| Moneyness: |
0.97 |
| Premium: |
0.03 |
| Premium p.a.: |
1.88 |
| Spread abs.: |
0.02 |
| Spread %: |
73.91% |
| Delta: |
-0.16 |
| Theta: |
-0.05 |
| Omega: |
-63.43 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.020 |
| High: |
0.024 |
| Low: |
0.020 |
| Previous Close: |
0.024 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-7.69% |
| 3 Months |
|
|
-81.10% |
| YTD |
|
|
-87.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.027 |
0.016 |
| 6M High / 6M Low: |
0.237 |
0.016 |
| High (YTD): |
2024-01-11 |
0.223 |
| Low (YTD): |
2024-05-27 |
0.016 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.023 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.112 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.59% |
| Volatility 6M: |
|
160.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
