Morgan Stanley Put 300 CI 20.12.2024
/ DE000MB92RB7
Morgan Stanley Put 300 CI 20.12.2.../ DE000MB92RB7 /
9/26/2024 6:02:19 PM |
Chg.+0.005 |
Bid6:12:08 PM |
Ask6:12:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.042EUR |
+13.51% |
0.042 Bid Size: 150,000 |
0.045 Ask Size: 150,000 |
Cigna Group |
300.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
MB92RB |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Cigna Group |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
300.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
7/21/2023 |
Last trading day: |
12/20/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-74.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.24 |
Parity: |
-0.44 |
Time value: |
0.04 |
Break-even: |
265.35 |
Moneyness: |
0.86 |
Premium: |
0.15 |
Premium p.a.: |
0.85 |
Spread abs.: |
0.00 |
Spread %: |
7.69% |
Delta: |
-0.15 |
Theta: |
-0.06 |
Omega: |
-10.97 |
Rho: |
-0.12 |
Quote data
Open: |
0.034 |
High: |
0.042 |
Low: |
0.034 |
Previous Close: |
0.037 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+31.25% |
1 Month |
|
|
-6.67% |
3 Months |
|
|
-44.74% |
YTD |
|
|
-83.13% |
1 Year |
|
|
-87.65% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.037 |
0.030 |
1M High / 1M Low: |
0.049 |
0.029 |
6M High / 6M Low: |
0.115 |
0.029 |
High (YTD): |
1/25/2024 |
0.290 |
Low (YTD): |
9/16/2024 |
0.029 |
52W High: |
12/8/2023 |
0.490 |
52W Low: |
9/16/2024 |
0.029 |
Avg. price 1W: |
|
0.033 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.037 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.078 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.161 |
Avg. volume 1Y: |
|
55.469 |
Volatility 1M: |
|
187.10% |
Volatility 6M: |
|
146.52% |
Volatility 1Y: |
|
135.84% |
Volatility 3Y: |
|
- |