Morgan Stanley Put 8600 UKX 20.12.2024
/ DE000ME0LHN4
Morgan Stanley Put 8600 UKX 20.12.../ DE000ME0LHN4 /
| 2024-06-05 8:26:56 PM |
Chg.-0.03 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.50EUR |
-0.85% |
-
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: |
-27.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.62 |
| Intrinsic value: |
4.32 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.12 |
| Parity: |
4.32 |
| Time value: |
-0.83 |
| Break-even: |
9,745.86 |
| Moneyness: |
1.04 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.29% |
| Delta: |
-0.66 |
| Theta: |
0.19 |
| Omega: |
-18.22 |
| Rho: |
-36.37 |
Quote data
| Open: |
3.39 |
| High: |
3.50 |
| Low: |
3.39 |
| Previous Close: |
3.53 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
-5.15% |
| 3 Months |
|
|
-47.99% |
| YTD |
|
|
-39.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.85 |
3.31 |
| 1M High / 1M Low: |
3.85 |
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: |
|
3.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.39% |
| Volatility 6M: |
|
62.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
