Morgan Stanley Put 7600 UKX 20.12.2024
/ DE000ME0LHX3
Morgan Stanley Put 7600 UKX 20.12.../ DE000ME0LHX3 /
| 6/21/2024 2:27:16 PM |
Chg.+0.090 |
Bid3:54:22 PM |
Ask3:54:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+12.86% |
0.770
Bid Size: 40,000 |
0.780
Ask Size: 40,000 |
FTSE 100 |
7,600.00 GBP |
12/20/2024 |
Put |
Master data
| WKN: |
ME0LHX |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
FTSE 100 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7,600.00 GBP |
| Maturity: |
12/20/2024 |
| Issue date: |
9/12/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-137.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.12 |
| Parity: |
-7.95 |
| Time value: |
0.71 |
| Break-even: |
8,917.23 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
2.90% |
| Delta: |
-0.14 |
| Theta: |
-0.45 |
| Omega: |
-19.04 |
| Rho: |
-7.10 |
Quote data
| Open: |
0.770 |
| High: |
0.790 |
| Low: |
0.770 |
| Previous Close: |
0.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.84% |
| 1 Month |
|
|
+6.76% |
| 3 Months |
|
|
-50.93% |
| YTD |
|
|
-67.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.700 |
| 1M High / 1M Low: |
0.950 |
0.700 |
| 6M High / 6M Low: |
3.310 |
0.700 |
| High (YTD): |
1/17/2024 |
3.310 |
| Low (YTD): |
6/20/2024 |
0.700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.840 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.831 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.856 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.19% |
| Volatility 6M: |
|
95.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
