Morgan Stanley Put 8600 UKX 20.12.../  DE000ME0LHN4  /

Stuttgart
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:   -