Morgan Stanley Put 85 SY1 21.06.2024
/ DE000MB9QL89
Morgan Stanley Put 85 SY1 21.06.2.../ DE000MB9QL89 /
| 2024-05-30 3:27:52 PM |
Chg.-0.002 |
Bid5:36:01 PM |
Ask5:36:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.024EUR |
-7.69% |
0.020
Bid Size: 1,000 |
0.040
Ask Size: 1,000 |
SYMRISE AG INH. O.N. |
85.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
MB9QL8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-244.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.21 |
| Parity: |
-2.25 |
| Time value: |
0.04 |
| Break-even: |
84.56 |
| Moneyness: |
0.79 |
| Premium: |
0.21 |
| Premium p.a.: |
23.76 |
| Spread abs.: |
0.02 |
| Spread %: |
69.23% |
| Delta: |
-0.06 |
| Theta: |
-0.04 |
| Omega: |
-13.94 |
| Rho: |
0.00 |
Quote data
| Open: |
0.023 |
| High: |
0.024 |
| Low: |
0.023 |
| Previous Close: |
0.026 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
-59.32% |
| 3 Months |
|
|
-89.43% |
| YTD |
|
|
-87.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.029 |
0.026 |
| 1M High / 1M Low: |
0.075 |
0.026 |
| 6M High / 6M Low: |
0.320 |
0.026 |
| High (YTD): |
2024-01-23 |
0.320 |
| Low (YTD): |
2024-05-29 |
0.026 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.027 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.048 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.138 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.64% |
| Volatility 6M: |
|
210.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
