Morgan Stanley Put 8000 UKX 21.06.2024
/ DE000ME0LJL4
Morgan Stanley Put 8000 UKX 21.06.../ DE000ME0LJL4 /
| 2024-05-02 2:29:55 PM |
Chg.-0.080 |
Bid3:51:46 PM |
Ask3:51:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-10.00% |
0.710
Bid Size: 40,000 |
0.720
Ask Size: 40,000 |
FTSE 100 |
8,000.00 GBP |
2024-06-21 |
Put |
Master data
| WKN: |
ME0LJL |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
FTSE 100 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8,000.00 GBP |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-12 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-118.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.12 |
| Parity: |
-1.42 |
| Time value: |
0.80 |
| Break-even: |
9,274.71 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
1.27% |
| Delta: |
-0.31 |
| Theta: |
-1.08 |
| Omega: |
-36.40 |
| Rho: |
-4.10 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.720 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-52.94% |
| 3 Months |
|
|
-76.24% |
| YTD |
|
|
-69.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.720 |
| 1M High / 1M Low: |
1.940 |
0.720 |
| 6M High / 6M Low: |
3.780 |
0.720 |
| High (YTD): |
2024-02-13 |
3.780 |
| Low (YTD): |
2024-04-26 |
0.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.803 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.371 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.575 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.58% |
| Volatility 6M: |
|
121.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
