Morgan Stanley Put 8600 UKX 20.12.2024
/ DE000ME0LHM6
Morgan Stanley Put 8600 UKX 20.12.../ DE000ME0LHM6 /
| 2024-06-06 8:49:52 AM |
Chg.-0.05 |
Bid10:52:28 AM |
Ask10:52:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.26EUR |
-2.16% |
2.24
Bid Size: 40,000 |
2.25
Ask Size: 40,000 |
FTSE 100 |
8,600.00 GBP |
2024-12-20 |
Put |
Master data
| WKN: |
ME0LHM |
| 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: |
-42.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.54 |
| Intrinsic value: |
4.15 |
| Implied volatility: |
0.03 |
| Historic volatility: |
0.12 |
| Parity: |
4.15 |
| Time value: |
-1.87 |
| Break-even: |
9,889.69 |
| Moneyness: |
1.04 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.44% |
| Delta: |
-0.88 |
| Theta: |
0.78 |
| Omega: |
-37.36 |
| Rho: |
-47.21 |
Quote data
| Open: |
2.26 |
| High: |
2.26 |
| Low: |
2.26 |
| Previous Close: |
2.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.83% |
| 1 Month |
|
|
-5.83% |
| 3 Months |
|
|
-41.45% |
| YTD |
|
|
-36.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.35 |
2.19 |
| 1M High / 1M Low: |
2.51 |
1.87 |
| 6M High / 6M Low: |
4.27 |
1.87 |
| High (YTD): |
2024-02-13 |
4.27 |
| Low (YTD): |
2024-05-16 |
1.87 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.63% |
| Volatility 6M: |
|
51.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
