Morgan Stanley Put 7825 PX1 21.06.2024
/ DE000MB818B7
Morgan Stanley Put 7825 PX1 21.06.../ DE000MB818B7 /
6/5/2024 10:12:31 AM |
Chg.-0.026 |
Bid3:24:36 PM |
Ask3:24:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.197EUR |
-11.66% |
0.137 Bid Size: 100,000 |
0.147 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: |
-171.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.15 |
Historic volatility: |
0.11 |
Parity: |
-0.56 |
Time value: |
0.23 |
Break-even: |
7,778.80 |
Moneyness: |
0.99 |
Premium: |
0.02 |
Premium p.a.: |
0.57 |
Spread abs.: |
0.01 |
Spread %: |
4.52% |
Delta: |
-0.30 |
Theta: |
-2.38 |
Omega: |
-50.88 |
Rho: |
-1.05 |
Quote data
Open: |
0.197 |
High: |
0.197 |
Low: |
0.197 |
Previous Close: |
0.223 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-29.64% |
1 Month |
|
|
-64.82% |
3 Months |
|
|
-81.59% |
YTD |
|
|
-91.09% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.193 |
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: |
|
0.224 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.207 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.293 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
497.29% |
Volatility 6M: |
|
246.98% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |