Morgan Stanley Put 500 MSCI 21.06.2024
/ DE000MB90B45
Morgan Stanley Put 500 MSCI 21.06.../ DE000MB90B45 /
| 2024-05-24 5:36:10 PM |
Chg.-0.13 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
-9.22% |
-
Bid Size: - |
-
Ask Size: - |
MSCI Inc |
500.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
MB90B4 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-32.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.25 |
| Parity: |
0.65 |
| Time value: |
0.75 |
| Break-even: |
446.95 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.10 |
| Spread %: |
7.69% |
| Delta: |
-0.56 |
| Theta: |
-0.18 |
| Omega: |
-18.20 |
| Rho: |
-0.20 |
Quote data
| Open: |
1.54 |
| High: |
1.54 |
| Low: |
1.28 |
| Previous Close: |
1.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.52% |
| 1 Month |
|
|
-42.86% |
| 3 Months |
|
|
+146.15% |
| YTD |
|
|
+96.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.41 |
0.65 |
| 1M High / 1M Low: |
2.71 |
0.65 |
| 6M High / 6M Low: |
2.71 |
0.33 |
| High (YTD): |
2024-05-03 |
2.71 |
| Low (YTD): |
2024-02-19 |
0.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
346.27% |
| Volatility 6M: |
|
500.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
