Morgan Stanley Put 8600 UKX 20.12.2024
/ DE000ME0LHN4
Morgan Stanley Put 8600 UKX 20.12.../ DE000ME0LHN4 /
2024-05-24 6:48:47 PM |
Chg.-0.23 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.13EUR |
-6.85% |
- Bid Size: - |
- Ask Size: - |
FTSE 100 |
8,600.00 GBP |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-09-12 |
Last trading day: |
2024-12-20 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-30.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.11 |
Intrinsic value: |
3.32 |
Implied volatility: |
0.09 |
Historic volatility: |
0.12 |
Parity: |
3.32 |
Time value: |
-0.13 |
Break-even: |
9,779.73 |
Moneyness: |
1.03 |
Premium: |
0.00 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.01 |
Spread %: |
0.31% |
Delta: |
-0.56 |
Theta: |
-0.01 |
Omega: |
-17.06 |
Rho: |
-32.98 |
Quote data
Open: |
3.23 |
High: |
3.23 |
Low: |
3.13 |
Previous Close: |
3.36 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.99% |
1 Month |
|
|
-21.95% |
3 Months |
|
|
-52.50% |
YTD |
|
|
-46.31% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.36 |
2.85 |
1M High / 1M Low: |
4.16 |
2.80 |
6M High / 6M Low: |
7.51 |
2.80 |
High (YTD): |
2024-02-13 |
7.51 |
Low (YTD): |
2024-05-16 |
2.80 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.08 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.26 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.74 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
72.75% |
Volatility 6M: |
|
56.62% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |