Morgan Stanley Put 60 BNR 21.06.2.../  DE000MB7ZUT2  /

Stuttgart
5/24/2024  6:23:30 PM Chg.-0.003 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.044EUR -6.38% -
Bid Size: -
-
Ask Size: -
BRENNTAG SE NA O.N. 60.00 - 6/21/2024 Put
 

Master data

WKN: MB7ZUT
Issuer: Morgan Stanley
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 6/21/2024
Issue date: 6/27/2023
Last trading day: 6/21/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -97.13
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.19
Parity: -0.51
Time value: 0.07
Break-even: 59.33
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 2.14
Spread abs.: 0.02
Spread %: 55.81%
Delta: -0.18
Theta: -0.03
Omega: -17.79
Rho: -0.01
 

Quote data

Open: 0.053
High: 0.053
Low: 0.044
Previous Close: 0.047
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.86%
1 Month
  -59.26%
3 Months
  -78.54%
YTD
  -80.36%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.047 0.044
1M High / 1M Low: 0.108 0.044
6M High / 6M Low: 0.350 0.044
High (YTD): 1/23/2024 0.240
Low (YTD): 5/24/2024 0.044
52W High: - -
52W Low: - -
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.074
Avg. volume 1M:   0.000
Avg. price 6M:   0.170
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   242.73%
Volatility 6M:   126.69%
Volatility 1Y:   -
Volatility 3Y:   -