Morgan Stanley Put 7400 UKX 20.12.2024
/ DE000ME0LJ08
Morgan Stanley Put 7400 UKX 20.12.../ DE000ME0LJ08 /
| 2024-05-02 2:29:53 PM |
Chg.-0.030 |
Bid4:14:20 PM |
Ask4:14:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-3.19% |
0.900
Bid Size: 40,000 |
0.910
Ask Size: 40,000 |
FTSE 100 |
7,400.00 GBP |
2024-12-20 |
Put |
Master data
| WKN: |
ME0LJ0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
FTSE 100 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7,400.00 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: |
-99.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.12 |
| Parity: |
-8.43 |
| Time value: |
0.95 |
| Break-even: |
8,558.11 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
1.06% |
| Delta: |
-0.15 |
| Theta: |
-0.42 |
| Omega: |
-15.08 |
| Rho: |
-9.71 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.910 |
| Previous Close: |
0.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.90% |
| 1 Month |
|
|
-26.02% |
| 3 Months |
|
|
-57.48% |
| YTD |
|
|
-54.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.890 |
| 1M High / 1M Low: |
1.440 |
0.890 |
| 6M High / 6M Low: |
2.730 |
0.890 |
| High (YTD): |
2024-01-17 |
2.730 |
| Low (YTD): |
2024-04-26 |
0.890 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.935 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.170 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.978 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.80% |
| Volatility 6M: |
|
85.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
