Morgan Stanley Put 8600 UKX 20.12.2024
/ DE000ME0LHN4
Morgan Stanley Put 8600 UKX 20.12.../ DE000ME0LHN4 /
20/09/2024 20:21:00 |
Chg.+0.84 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
3.91EUR |
+27.36% |
- Bid Size: - |
- Ask Size: - |
FTSE 100 |
8,600.00 GBP |
20/12/2024 |
Put |
Master data
WKN: |
ME0LHN |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
FTSE 100 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
8,600.00 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: |
-24.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.49 |
Intrinsic value: |
4.42 |
Implied volatility: |
0.08 |
Historic volatility: |
0.12 |
Parity: |
4.42 |
Time value: |
-0.47 |
Break-even: |
9,867.14 |
Moneyness: |
1.04 |
Premium: |
0.00 |
Premium p.a.: |
-0.02 |
Spread abs.: |
0.01 |
Spread %: |
0.25% |
Delta: |
-0.81 |
Theta: |
0.20 |
Omega: |
-20.20 |
Rho: |
-20.64 |
Quote data
Open: |
3.38 |
High: |
3.91 |
Low: |
3.38 |
Previous Close: |
3.07 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+21.43% |
1 Month |
|
|
+28.20% |
3 Months |
|
|
+8.01% |
YTD |
|
|
-32.93% |
1 Year |
|
|
-23.93% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.91 |
3.07 |
1M High / 1M Low: |
3.98 |
2.48 |
6M High / 6M Low: |
5.60 |
2.48 |
High (YTD): |
13/02/2024 |
7.51 |
Low (YTD): |
29/08/2024 |
2.48 |
52W High: |
13/02/2024 |
7.51 |
52W Low: |
29/08/2024 |
2.48 |
Avg. price 1W: |
|
3.38 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.28 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.85 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
5.12 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
173.46% |
Volatility 6M: |
|
124.72% |
Volatility 1Y: |
|
94.56% |
Volatility 3Y: |
|
- |