Morgan Stanley Put 5975 PX1 21.06.2024
/ DE000MB816L0
Morgan Stanley Put 5975 PX1 21.06.../ DE000MB816L0 /
| 2024-04-26 8:27:18 PM |
Chg.- |
Bid8:24:03 AM |
Ask8:24:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.036EUR |
- |
0.036
Bid Size: 10,000 |
0.046
Ask Size: 10,000 |
CAC 40 |
5,975.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
MB816L |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CAC 40 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,975.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-28 |
| Last trading day: |
2024-06-21 |
| Ratio: |
200:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-860.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.12 |
| Parity: |
-10.57 |
| Time value: |
0.05 |
| Break-even: |
5,965.60 |
| Moneyness: |
0.74 |
| Premium: |
0.26 |
| Premium p.a.: |
3.98 |
| Spread abs.: |
0.01 |
| Spread %: |
27.03% |
| Delta: |
-0.02 |
| Theta: |
-0.54 |
| Omega: |
-16.71 |
| Rho: |
-0.24 |
Quote data
| Open: |
0.041 |
| High: |
0.041 |
| Low: |
0.036 |
| Previous Close: |
0.042 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.40% |
| 1 Month |
|
|
-32.08% |
| 3 Months |
|
|
-72.52% |
| YTD |
|
|
-82.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.047 |
0.036 |
| 1M High / 1M Low: |
0.083 |
0.036 |
| 6M High / 6M Low: |
0.730 |
0.036 |
| High (YTD): |
2024-01-03 |
0.260 |
| Low (YTD): |
2024-04-26 |
0.036 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.041 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.189 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.75% |
| Volatility 6M: |
|
135.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
