Morgan Stanley Put 8600 UKX 20.12.2024
/ DE000ME0LHN4
Morgan Stanley Put 8600 UKX 20.12.../ DE000ME0LHN4 /
| 6/20/2024 8:33:18 PM |
Chg.- |
Bid10:12:14 AM |
Ask10:12:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.35EUR |
- |
3.56
Bid Size: 40,000 |
3.57
Ask Size: 40,000 |
FTSE 100 |
8,600.00 GBP |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
9/12/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-29.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.42 |
| Intrinsic value: |
3.87 |
| Implied volatility: |
0.08 |
| Historic volatility: |
0.12 |
| Parity: |
3.87 |
| Time value: |
-0.50 |
| Break-even: |
9,833.89 |
| Moneyness: |
1.04 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.30% |
| Delta: |
-0.64 |
| Theta: |
0.09 |
| Omega: |
-18.47 |
| Rho: |
-32.71 |
Quote data
| Open: |
3.71 |
| High: |
3.71 |
| Low: |
3.35 |
| Previous Close: |
3.75 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.69% |
| 1 Month |
|
|
+14.33% |
| 3 Months |
|
|
-37.96% |
| YTD |
|
|
-42.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.07 |
3.35 |
| 1M High / 1M Low: |
4.07 |
2.93 |
| 6M High / 6M Low: |
7.51 |
2.80 |
| High (YTD): |
2/13/2024 |
7.51 |
| Low (YTD): |
5/16/2024 |
2.80 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.81% |
| Volatility 6M: |
|
70.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
