Morgan Stanley Put 8600 UKX 20.12.2024
/ DE000ME0LHN4
Morgan Stanley Put 8600 UKX 20.12.../ DE000ME0LHN4 /
| 25/09/2024 20:19:36 |
Chg.-0.06 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.46EUR |
-1.70% |
-
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: |
-28.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.07 |
| Intrinsic value: |
3.81 |
| Implied volatility: |
0.08 |
| Historic volatility: |
0.12 |
| Parity: |
3.81 |
| Time value: |
-0.28 |
| Break-even: |
9,965.23 |
| Moneyness: |
1.04 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.28% |
| Delta: |
-0.77 |
| Theta: |
0.02 |
| Omega: |
-21.55 |
| Rho: |
-18.75 |
Quote data
| Open: |
3.69 |
| High: |
3.69 |
| Low: |
3.22 |
| Previous Close: |
3.52 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.17% |
| 1 Month |
|
|
+13.44% |
| 3 Months |
|
|
-4.42% |
| YTD |
|
|
-40.65% |
| 1 Year |
|
|
-34.10% |
| 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: |
|
3.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.11 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
176.64% |
| Volatility 6M: |
|
124.49% |
| Volatility 1Y: |
|
94.68% |
| Volatility 3Y: |
|
- |
