Morgan Stanley Put 8200 UKX 20.12.2024
/ DE000ME0LHS3
Morgan Stanley Put 8200 UKX 20.12.../ DE000ME0LHS3 /
26/09/2024 08:48:08 |
Chg.-0.18 |
Bid12:42:45 |
Ask12:42:45 |
Underlying |
Strike price |
Expiration date |
Option type |
1.15EUR |
-13.53% |
1.26 Bid Size: 40,000 |
1.27 Ask Size: 40,000 |
FTSE 100 |
8,200.00 GBP |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
12/09/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-72.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.48 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.11 |
Historic volatility: |
0.12 |
Parity: |
-0.82 |
Time value: |
1.37 |
Break-even: |
9,676.62 |
Moneyness: |
0.99 |
Premium: |
0.02 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
0.74% |
Delta: |
-0.37 |
Theta: |
-0.81 |
Omega: |
-26.72 |
Rho: |
-8.84 |
Quote data
Open: |
1.15 |
High: |
1.15 |
Low: |
1.15 |
Previous Close: |
1.33 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.96% |
1 Month |
|
|
-12.88% |
3 Months |
|
|
-42.21% |
YTD |
|
|
-72.49% |
1 Year |
|
|
-71.39% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.63 |
1.21 |
1M High / 1M Low: |
1.88 |
1.00 |
6M High / 6M Low: |
3.80 |
1.00 |
High (YTD): |
13/02/2024 |
5.80 |
Low (YTD): |
29/08/2024 |
1.00 |
52W High: |
13/02/2024 |
5.80 |
52W Low: |
29/08/2024 |
1.00 |
Avg. price 1W: |
|
1.39 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.41 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.09 |
Avg. volume 6M: |
|
14.81 |
Avg. price 1Y: |
|
3.41 |
Avg. volume 1Y: |
|
7.38 |
Volatility 1M: |
|
235.27% |
Volatility 6M: |
|
164.34% |
Volatility 1Y: |
|
126.09% |
Volatility 3Y: |
|
- |