Morgan Stanley Put 70 BNR 21.06.2024
/ DE000MB7ZUS4
Morgan Stanley Put 70 BNR 21.06.2.../ DE000MB7ZUS4 /
| 2024-05-24 6:23:30 PM |
Chg.+0.050 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+10.64% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
70.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
MB7ZUS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
0.49 |
| Time value: |
0.06 |
| Break-even: |
64.50 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
5.77% |
| Delta: |
-0.77 |
| Theta: |
-0.03 |
| Omega: |
-9.06 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.490 |
| High: |
0.570 |
| Low: |
0.490 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+67.74% |
| 1 Month |
|
|
+187.29% |
| 3 Months |
|
|
+108.00% |
| YTD |
|
|
+79.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.300 |
| 1M High / 1M Low: |
0.520 |
0.094 |
| 6M High / 6M Low: |
0.520 |
0.094 |
| High (YTD): |
2024-05-24 |
0.520 |
| Low (YTD): |
2024-05-09 |
0.094 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.414 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.238 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.263 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
458.37% |
| Volatility 6M: |
|
212.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
