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Morgan Stanley Put 200 STZ 20.12..../  DE000MB3AL42  /

Stuttgart
2024-06-20  1:21:25 PM Chg.+0.017 Bid6:22:09 PM Ask6:22:09 PM Underlying Strike price Expiration date Option type
0.217EUR +8.50% 0.223
Bid Size: 15,000		 0.249
Ask Size: 15,000		 Constellation Brands... 200.00 - 2024-12-20 Put
 

Master data

WKN: MB3AL4
Issuer: Morgan Stanley
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Put
Strike price: 200.00 -
Maturity: 2024-12-20
Issue date: 2023-02-06
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -98.13
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.16
Parity: -4.53
Time value: 0.25
Break-even: 197.50
Moneyness: 0.82
Premium: 0.19
Premium p.a.: 0.43
Spread abs.: 0.05
Spread %: 25.00%
Delta: -0.10
Theta: -0.02
Omega: -10.15
Rho: -0.14
 

Quote data

Open: 0.217
High: 0.217
Low: 0.217
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.60%
1 Month  
+4.83%
3 Months
  -25.17%
YTD
  -65.56%
1 Year
  -78.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.165
1M High / 1M Low: 0.250 0.165
6M High / 6M Low: 0.750 0.165
High (YTD): 2024-01-04 0.620
Low (YTD): 2024-06-17 0.165
52W High: 2023-10-27 1.110
52W Low: 2024-06-17 0.165
Avg. price 1W:   0.192
Avg. volume 1W:   0.000
Avg. price 1M:   0.215
Avg. volume 1M:   0.000
Avg. price 6M:   0.334
Avg. volume 6M:   0.000
Avg. price 1Y:   0.553
Avg. volume 1Y:   0.000
Volatility 1M:   142.53%
Volatility 6M:   112.15%
Volatility 1Y:   106.47%
Volatility 3Y:   -