Morgan Stanley Put 32.5 IFX 21.06.2024
/ DE000MB0YC97
Morgan Stanley Put 32.5 IFX 21.06.../ DE000MB0YC97 /
| 2024-05-03 9:51:56 AM |
Chg.-0.20 |
Bid2:12:43 PM |
Ask2:12:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.08EUR |
-8.77% |
2.18
Bid Size: 20,000 |
2.19
Ask Size: 20,000 |
INFINEON TECH.AG NA ... |
32.50 - |
2024-06-21 |
Put |
Master data
| WKN: |
MB0YC9 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
32.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-11-23 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.34 |
| Parity: |
1.17 |
| Time value: |
1.10 |
| Break-even: |
30.24 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.06 |
| Spread %: |
2.73% |
| Delta: |
-0.57 |
| Theta: |
-0.01 |
| Omega: |
-7.83 |
| Rho: |
-0.03 |
Quote data
| Open: |
2.08 |
| High: |
2.08 |
| Low: |
2.08 |
| Previous Close: |
2.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.19% |
| 1 Month |
|
|
-13.69% |
| 3 Months |
|
|
-3.70% |
| YTD |
|
|
+60.00% |
| 1 Year |
|
|
-49.14% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.28 |
1.55 |
| 1M High / 1M Low: |
3.25 |
1.51 |
| 6M High / 6M Low: |
4.99 |
1.23 |
| High (YTD): |
2024-04-23 |
3.25 |
| Low (YTD): |
2024-03-07 |
1.35 |
| 52W High: |
2023-10-31 |
6.08 |
| 52W Low: |
2023-12-15 |
1.23 |
| Avg. price 1W: |
|
1.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.85 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
306.24% |
| Volatility 6M: |
|
216.42% |
| Volatility 1Y: |
|
173.40% |
| Volatility 3Y: |
|
- |
