Morgan Stanley Put 7850 PX1 21.06.2024
/ DE000MB818A9
Morgan Stanley Put 7850 PX1 21.06.../ DE000MB818A9 /
| 2024-06-03 8:54:35 PM |
Chg.+0.017 |
Bid9:27:45 PM |
Ask9:27:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.235EUR |
+7.80% |
0.224
Bid Size: 10,000 |
0.234
Ask Size: 10,000 |
CAC 40 |
7,850.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
MB818A |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CAC 40 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7,850.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-28 |
| Last trading day: |
2024-06-21 |
| Ratio: |
200:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-203.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.11 |
| Parity: |
-0.71 |
| Time value: |
0.20 |
| Break-even: |
7,810.80 |
| Moneyness: |
0.98 |
| Premium: |
0.02 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.01 |
| Spread %: |
5.38% |
| Delta: |
-0.26 |
| Theta: |
-2.02 |
| Omega: |
-52.38 |
| Rho: |
-1.03 |
Quote data
| Open: |
0.184 |
| High: |
0.235 |
| Low: |
0.172 |
| Previous Close: |
0.218 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+83.59% |
| 1 Month |
|
|
-60.83% |
| 3 Months |
|
|
-78.44% |
| YTD |
|
|
-89.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.128 |
| 1M High / 1M Low: |
0.600 |
0.128 |
| 6M High / 6M Low: |
3.160 |
0.128 |
| High (YTD): |
2024-01-17 |
3.160 |
| Low (YTD): |
2024-05-27 |
0.128 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.207 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.244 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.381 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
516.28% |
| Volatility 6M: |
|
246.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
