Morgan Stanley Put 7800 UKX 20.12.2024
/ DE000ME0LHW5
Morgan Stanley Put 7800 UKX 20.12.../ DE000ME0LHW5 /
26/09/2024 14:23:46 |
Chg.-0.020 |
Bid17:33:31 |
Ask17:33:31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.500EUR |
-3.85% |
0.490 Bid Size: 80,000 |
0.500 Ask Size: 80,000 |
FTSE 100 |
7,800.00 GBP |
20/12/2024 |
Put |
Master data
WKN: |
ME0LHW |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
FTSE 100 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
7,800.00 GBP |
Maturity: |
20/12/2024 |
Issue date: |
12/09/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-183.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.14 |
Historic volatility: |
0.12 |
Parity: |
-5.61 |
Time value: |
0.54 |
Break-even: |
9,280.91 |
Moneyness: |
0.94 |
Premium: |
0.06 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.01 |
Spread %: |
1.89% |
Delta: |
-0.15 |
Theta: |
-0.77 |
Omega: |
-27.97 |
Rho: |
-3.64 |
Quote data
Open: |
0.450 |
High: |
0.500 |
Low: |
0.450 |
Previous Close: |
0.520 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.04% |
1 Month |
|
|
-16.67% |
3 Months |
|
|
-51.92% |
YTD |
|
|
-82.76% |
1 Year |
|
|
-83.33% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.490 |
1M High / 1M Low: |
0.840 |
0.460 |
6M High / 6M Low: |
2.390 |
0.460 |
High (YTD): |
13/02/2024 |
3.990 |
Low (YTD): |
29/08/2024 |
0.460 |
52W High: |
27/10/2023 |
4.030 |
52W Low: |
29/08/2024 |
0.460 |
Avg. price 1W: |
|
0.548 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.601 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.116 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.202 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
227.40% |
Volatility 6M: |
|
173.41% |
Volatility 1Y: |
|
135.08% |
Volatility 3Y: |
|
- |