Morgan Stanley Put 8400 UKX 20.12.2024
/ DE000ME0LHQ7
Morgan Stanley Put 8400 UKX 20.12.../ DE000ME0LHQ7 /
6/25/2024 8:49:20 AM |
Chg.-0.03 |
Bid9:44:13 AM |
Ask9:44:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.68EUR |
-1.75% |
1.70 Bid Size: 40,000 |
1.71 Ask Size: 40,000 |
FTSE 100 |
8,400.00 GBP |
12/20/2024 |
Put |
Master data
WKN: |
ME0LHQ |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
FTSE 100 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
8,400.00 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: |
-57.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.05 |
Intrinsic value: |
1.40 |
Implied volatility: |
0.07 |
Historic volatility: |
0.12 |
Parity: |
1.40 |
Time value: |
0.29 |
Break-even: |
9,758.24 |
Moneyness: |
1.01 |
Premium: |
0.00 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.01 |
Spread %: |
0.60% |
Delta: |
-0.46 |
Theta: |
-0.06 |
Omega: |
-26.78 |
Rho: |
-22.89 |
Quote data
Open: |
1.68 |
High: |
1.68 |
Low: |
1.68 |
Previous Close: |
1.71 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.29% |
1 Month |
|
|
+5.00% |
3 Months |
|
|
-39.35% |
YTD |
|
|
-46.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.96 |
1.69 |
1M High / 1M Low: |
2.07 |
1.68 |
6M High / 6M Low: |
3.98 |
1.46 |
High (YTD): |
2/13/2024 |
3.98 |
Low (YTD): |
5/16/2024 |
1.46 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.82 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.85 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.78 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
117.18% |
Volatility 6M: |
|
72.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |