Morgan Stanley Put 150 MRK 20.12.2024
/ DE000MB7MJ55
Morgan Stanley Put 150 MRK 20.12..../ DE000MB7MJ55 /
| 2024-05-07 6:53:27 PM |
Chg.-0.030 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
-3.03% |
-
Bid Size: - |
-
Ask Size: - |
MERCK KGAA O.N. |
150.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
MB7MJ5 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-16 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.26 |
| Parity: |
-0.20 |
| Time value: |
1.03 |
| Break-even: |
139.70 |
| Moneyness: |
0.99 |
| Premium: |
0.08 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
4.04% |
| Delta: |
-0.39 |
| Theta: |
-0.02 |
| Omega: |
-5.76 |
| Rho: |
-0.43 |
Quote data
| Open: |
1.010 |
| High: |
1.010 |
| Low: |
0.960 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.79% |
| 1 Month |
|
|
-17.95% |
| 3 Months |
|
|
-26.72% |
| YTD |
|
|
-43.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
0.990 |
| 1M High / 1M Low: |
1.440 |
0.990 |
| 6M High / 6M Low: |
2.150 |
0.780 |
| High (YTD): |
2024-01-08 |
1.850 |
| Low (YTD): |
2024-03-28 |
0.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.179 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.322 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.13% |
| Volatility 6M: |
|
145.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
