Morgan Stanley Put 500 MSCI 21.06.2024
/ DE000MB90B45
Morgan Stanley Put 500 MSCI 21.06.../ DE000MB90B45 /
| 2024-05-06 11:08:17 AM |
Chg.-0.06 |
Bid6:25:32 PM |
Ask6:25:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.65EUR |
-2.21% |
2.43
Bid Size: 15,000 |
2.53
Ask Size: 15,000 |
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: |
-15.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.43 |
| Intrinsic value: |
3.06 |
| Implied volatility: |
- |
| Historic volatility: |
0.26 |
| Parity: |
3.06 |
| Time value: |
-0.23 |
| Break-even: |
436.46 |
| Moneyness: |
1.07 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.04 |
| Spread abs.: |
0.10 |
| Spread %: |
3.66% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.65 |
| High: |
2.65 |
| Low: |
2.65 |
| Previous Close: |
2.71 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.34% |
| 1 Month |
|
|
+253.33% |
| 3 Months |
|
|
+400.00% |
| YTD |
|
|
+307.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.71 |
2.09 |
| 1M High / 1M Low: |
2.71 |
0.60 |
| 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: |
|
2.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,077.12% |
| Volatility 6M: |
|
485.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
