Morgan Stanley Put 7800 UKX 20.12.2024
/ DE000ME0LHW5
Morgan Stanley Put 7800 UKX 20.12.../ DE000ME0LHW5 /
2024-05-23 8:19:08 PM |
Chg.+0.08 |
Bid7:53:54 AM |
Ask7:53:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.10EUR |
+7.84% |
1.12 Bid Size: 50,000 |
1.13 Ask Size: 50,000 |
FTSE 100 |
7,800.00 GBP |
2024-12-20 |
Put |
Master data
WKN: |
ME0LHW |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
FTSE 100 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
7,800.00 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: |
-99.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.70 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.14 |
Historic volatility: |
0.12 |
Parity: |
-6.70 |
Time value: |
0.99 |
Break-even: |
9,066.40 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
1.02% |
Delta: |
-0.17 |
Theta: |
-0.43 |
Omega: |
-17.14 |
Rho: |
-10.38 |
Quote data
Open: |
0.96 |
High: |
1.10 |
Low: |
0.96 |
Previous Close: |
1.02 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+17.02% |
1 Month |
|
|
-37.85% |
3 Months |
|
|
-62.46% |
YTD |
|
|
-62.07% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.10 |
0.92 |
1M High / 1M Low: |
1.77 |
0.92 |
6M High / 6M Low: |
3.99 |
0.92 |
High (YTD): |
2024-02-13 |
3.99 |
Low (YTD): |
2024-05-20 |
0.92 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.99 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.19 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.69 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
85.92% |
Volatility 6M: |
|
83.33% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |