Morgan Stanley Put 7600 UKX 20.12.2024
/ DE000ME0LHX3
Morgan Stanley Put 7600 UKX 20.12.../ DE000ME0LHX3 /
| 6/11/2024 8:52:04 AM |
Chg.-0.010 |
Bid1:14:57 PM |
Ask1:14:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-1.23% |
0.960
Bid Size: 40,000 |
0.970
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: |
-118.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.12 |
| Parity: |
-7.43 |
| Time value: |
0.82 |
| Break-even: |
8,905.52 |
| Moneyness: |
0.92 |
| Premium: |
0.08 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
1.23% |
| Delta: |
-0.15 |
| Theta: |
-0.45 |
| Omega: |
-18.10 |
| Rho: |
-8.24 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.88% |
| 1 Month |
|
|
+1.27% |
| 3 Months |
|
|
-65.52% |
| YTD |
|
|
-66.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.760 |
| 1M High / 1M Low: |
0.940 |
0.720 |
| 6M High / 6M Low: |
3.310 |
0.720 |
| High (YTD): |
1/17/2024 |
3.310 |
| Low (YTD): |
5/20/2024 |
0.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.816 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.798 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.977 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.52% |
| Volatility 6M: |
|
88.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
