Morgan Stanley Put 8200 UKX 20.12.2024
/ DE000ME0LHS3
Morgan Stanley Put 8200 UKX 20.12.../ DE000ME0LHS3 /
| 2024-06-17 2:52:54 PM |
Chg.+0.08 |
Bid3:36:37 PM |
Ask3:36:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.40EUR |
+3.45% |
2.32
Bid Size: 40,000 |
2.33
Ask Size: 40,000 |
FTSE 100 |
8,200.00 GBP |
2024-12-20 |
Put |
Master data
| WKN: |
ME0LHS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
FTSE 100 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8,200.00 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-12 |
| Last trading day: |
2024-12-20 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-42.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.70 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.12 |
| Parity: |
0.63 |
| Time value: |
1.63 |
| Break-even: |
9,493.32 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.44% |
| Delta: |
-0.42 |
| Theta: |
-0.32 |
| Omega: |
-18.00 |
| Rho: |
-21.88 |
Quote data
| Open: |
2.16 |
| High: |
2.40 |
| Low: |
2.16 |
| Previous Close: |
2.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.45% |
| 1 Month |
|
|
+49.07% |
| 3 Months |
|
|
-42.99% |
| YTD |
|
|
-42.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.33 |
1.96 |
| 1M High / 1M Low: |
2.33 |
1.61 |
| 6M High / 6M Low: |
5.80 |
1.60 |
| High (YTD): |
2024-02-13 |
5.80 |
| Low (YTD): |
2024-05-16 |
1.60 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.96 |
| Avg. volume 1M: |
|
15 |
| Avg. price 6M: |
|
3.71 |
| Avg. volume 6M: |
|
7.65 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.24% |
| Volatility 6M: |
|
87.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
