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Morgan Stanley Put 60 CVS 20.12.2.../  DE000MB4AMG6  /

Stuttgart
2024-06-18  4:59:35 PM Chg.-0.020 Bid9:03:28 PM Ask9:03:28 PM Underlying Strike price Expiration date Option type
0.430EUR -4.44% 0.430
Bid Size: 40,000		 0.440
Ask Size: 40,000		 CVS HEALTH CORP. D... 60.00 - 2024-12-20 Put
 

Master data

WKN: MB4AMG
Issuer: Morgan Stanley
Currency: EUR
Underlying: CVS HEALTH CORP. DL-,01
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 2024-12-20
Issue date: 2023-03-13
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -12.64
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.31
Implied volatility: 0.21
Historic volatility: 0.27
Parity: 0.31
Time value: 0.14
Break-even: 55.50
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 2.27%
Delta: -0.57
Theta: -0.01
Omega: -7.16
Rho: -0.19
 

Quote data

Open: 0.420
High: 0.430
Low: 0.420
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.51%
1 Month
  -25.86%
3 Months  
+213.87%
YTD  
+154.44%
1 Year
  -10.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.420
1M High / 1M Low: 0.810 0.410
6M High / 6M Low: 0.810 0.105
High (YTD): 2024-05-29 0.810
Low (YTD): 2024-03-28 0.105
52W High: 2024-05-29 0.810
52W Low: 2024-03-28 0.105
Avg. price 1W:   0.456
Avg. volume 1W:   0.000
Avg. price 1M:   0.539
Avg. volume 1M:   0.000
Avg. price 6M:   0.284
Avg. volume 6M:   0.000
Avg. price 1Y:   0.330
Avg. volume 1Y:   0.000
Volatility 1M:   182.39%
Volatility 6M:   356.68%
Volatility 1Y:   267.32%
Volatility 3Y:   -