Morgan Stanley Put 7750 PX1 21.06.2024
/ DE000MB818E1
Morgan Stanley Put 7750 PX1 21.06.../ DE000MB818E1 /
2024-05-14 8:56:56 PM |
Chg.- |
Bid9:24:51 AM |
Ask9:24:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.133EUR |
- |
0.143 Bid Size: 100,000 |
0.153 Ask Size: 100,000 |
CAC 40 |
7,750.00 - |
2024-06-21 |
Put |
Master data
WKN: |
MB818E |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
CAC 40 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
7,750.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-06-28 |
Last trading day: |
2024-06-21 |
Ratio: |
200:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-241.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.12 |
Parity: |
-2.30 |
Time value: |
0.17 |
Break-even: |
7,716.00 |
Moneyness: |
0.94 |
Premium: |
0.06 |
Premium p.a.: |
0.75 |
Spread abs.: |
0.01 |
Spread %: |
6.25% |
Delta: |
-0.14 |
Theta: |
-1.25 |
Omega: |
-33.16 |
Rho: |
-1.21 |
Quote data
Open: |
0.164 |
High: |
0.164 |
Low: |
0.133 |
Previous Close: |
0.162 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-39.27% |
1 Month |
|
|
-82.73% |
3 Months |
|
|
-90.15% |
YTD |
|
|
-93.32% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.219 |
0.133 |
1M High / 1M Low: |
0.810 |
0.133 |
6M High / 6M Low: |
3.290 |
0.133 |
High (YTD): |
2024-01-17 |
2.760 |
Low (YTD): |
2024-05-14 |
0.133 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.169 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.444 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.467 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
239.02% |
Volatility 6M: |
|
164.72% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |