Morgan Stanley Put 100 BG 21.06.2024
/ DE000MB8KNJ8
Morgan Stanley Put 100 BG 21.06.2.../ DE000MB8KNJ8 /
2024-05-28 8:27:26 AM |
Chg.+0.009 |
Bid6:54:31 PM |
Ask6:54:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.105EUR |
+9.38% |
0.079 Bid Size: 40,000 |
0.097 Ask Size: 40,000 |
Bunge Global SA |
100.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
MB8KNJ |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Bunge Global SA |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-07-11 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-77.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.22 |
Parity: |
-0.28 |
Time value: |
0.12 |
Break-even: |
90.84 |
Moneyness: |
0.97 |
Premium: |
0.04 |
Premium p.a.: |
0.89 |
Spread abs.: |
0.03 |
Spread %: |
28.13% |
Delta: |
-0.30 |
Theta: |
-0.04 |
Omega: |
-23.04 |
Rho: |
-0.02 |
Quote data
Open: |
0.105 |
High: |
0.105 |
Low: |
0.105 |
Previous Close: |
0.096 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.36% |
1 Month |
|
|
-54.35% |
3 Months |
|
|
-79.81% |
YTD |
|
|
-65.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.137 |
0.096 |
1M High / 1M Low: |
0.260 |
0.077 |
6M High / 6M Low: |
0.720 |
0.077 |
High (YTD): |
2024-02-08 |
0.720 |
Low (YTD): |
2024-05-13 |
0.077 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.119 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.153 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.366 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
419.47% |
Volatility 6M: |
|
206.17% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |