Morgan Stanley Put 7825 PX1 21.06.2024
/ DE000MB818B7
Morgan Stanley Put 7825 PX1 21.06.../ DE000MB818B7 /
| 6/4/2024 4:17:54 PM |
Chg.0.000 |
Bid5:19:20 PM |
Ask5:19:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.207EUR |
0.00% |
0.250
Bid Size: 100,000 |
0.260
Ask Size: 100,000 |
CAC 40 |
7,825.00 - |
6/21/2024 |
Put |
Master data
| WKN: |
MB818B |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CAC 40 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7,825.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
6/28/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
200:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-194.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.11 |
| Parity: |
-0.87 |
| Time value: |
0.21 |
| Break-even: |
7,783.80 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.01 |
| Spread %: |
5.10% |
| Delta: |
-0.24 |
| Theta: |
-2.38 |
| Omega: |
-47.43 |
| Rho: |
-0.93 |
Quote data
| Open: |
0.232 |
| High: |
0.232 |
| Low: |
0.207 |
| Previous Close: |
0.207 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.99% |
| 1 Month |
|
|
-63.04% |
| 3 Months |
|
|
-78.66% |
| YTD |
|
|
-90.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.127 |
| 1M High / 1M Low: |
0.450 |
0.116 |
| 6M High / 6M Low: |
3.060 |
0.116 |
| High (YTD): |
1/17/2024 |
3.060 |
| Low (YTD): |
5/27/2024 |
0.116 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.205 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.207 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.315 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
509.40% |
| Volatility 6M: |
|
246.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
