Morgan Stanley Put 8200 UKX 21.06.2024
/ DE000ME0LJG4
Morgan Stanley Put 8200 UKX 21.06.../ DE000ME0LJG4 /
| 2024-05-03 3:12:27 PM |
Chg.-0.26 |
Bid7:35:00 PM |
Ask7:35:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
-16.56% |
1.29
Bid Size: 50,000 |
1.30
Ask Size: 50,000 |
FTSE 100 |
8,200.00 GBP |
2024-06-21 |
Put |
Master data
| WKN: |
ME0LJG |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
FTSE 100 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8,200.00 GBP |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-12 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-58.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.12 |
| Parity: |
0.33 |
| Time value: |
1.29 |
| Break-even: |
9,421.05 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.62% |
| Delta: |
-0.48 |
| Theta: |
-1.24 |
| Omega: |
-28.00 |
| Rho: |
-6.31 |
Quote data
| Open: |
1.55 |
| High: |
1.55 |
| Low: |
1.31 |
| Previous Close: |
1.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.14% |
| 1 Month |
|
|
-61.01% |
| 3 Months |
|
|
-77.41% |
| YTD |
|
|
-70.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.91 |
1.57 |
| 1M High / 1M Low: |
4.14 |
1.57 |
| 6M High / 6M Low: |
7.12 |
1.57 |
| High (YTD): |
2024-02-13 |
7.12 |
| Low (YTD): |
2024-05-02 |
1.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
258.49% |
| Volatility 6M: |
|
132.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
