Morgan Stanley Put 160 MRK 21.06.2024
/ DE000MB7MJ30
Morgan Stanley Put 160 MRK 21.06..../ DE000MB7MJ30 /
| 2024-05-06 9:17:28 PM |
Chg.- |
Bid8:00:27 AM |
Ask8:00:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
- |
0.990
Bid Size: 3,750 |
1.030
Ask Size: 3,750 |
MERCK KGAA O.N. |
160.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
MB7MJ3 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-16 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.26 |
| Parity: |
0.81 |
| Time value: |
0.22 |
| Break-even: |
149.80 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
4.08% |
| Delta: |
-0.67 |
| Theta: |
-0.05 |
| Omega: |
-10.04 |
| Rho: |
-0.14 |
Quote data
| Open: |
1.050 |
| High: |
1.050 |
| Low: |
0.980 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.22% |
| 1 Month |
|
|
-20.97% |
| 3 Months |
|
|
-35.10% |
| YTD |
|
|
-51.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
0.980 |
| 1M High / 1M Low: |
1.690 |
0.980 |
| 6M High / 6M Low: |
2.630 |
0.630 |
| High (YTD): |
2024-01-08 |
2.190 |
| Low (YTD): |
2024-03-28 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.097 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.274 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.445 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.90% |
| Volatility 6M: |
|
212.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
