Morgan Stanley Put 25 ZAL 21.06.2024
/ DE000MB7L2D7
Morgan Stanley Put 25 ZAL 21.06.2.../ DE000MB7L2D7 /
| 2024-06-03 12:00:39 PM |
Chg.-0.016 |
Bid2:39:24 PM |
Ask2:39:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.123EUR |
-11.51% |
0.127
Bid Size: 175,000 |
0.129
Ask Size: 175,000 |
ZALANDO SE |
25.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
MB7L2D |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-16 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-18.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.48 |
| Parity: |
0.08 |
| Time value: |
0.05 |
| Break-even: |
23.72 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
-0.61 |
| Theta: |
-0.02 |
| Omega: |
-11.51 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.124 |
| High: |
0.124 |
| Low: |
0.123 |
| Previous Close: |
0.139 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.87% |
| 1 Month |
|
|
-49.17% |
| 3 Months |
|
|
-79.15% |
| YTD |
|
|
-74.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.151 |
0.134 |
| 1M High / 1M Low: |
0.242 |
0.097 |
| 6M High / 6M Low: |
0.890 |
0.097 |
| High (YTD): |
2024-01-19 |
0.890 |
| Low (YTD): |
2024-05-07 |
0.097 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.142 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.154 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.425 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
354.99% |
| Volatility 6M: |
|
209.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
