Morgan Stanley Put 8400 UKX 21.06.2024
/ DE000ME0LJB5
Morgan Stanley Put 8400 UKX 21.06.../ DE000ME0LJB5 /
2024-05-03 8:23:34 PM |
Chg.-0.43 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.46EUR |
-14.88% |
- Bid Size: - |
- Ask Size: - |
FTSE 100 |
8,400.00 GBP |
2024-06-21 |
Put |
Master data
WKN: |
ME0LJB |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
FTSE 100 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
8,400.00 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: |
-38.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.63 |
Intrinsic value: |
2.17 |
Implied volatility: |
0.11 |
Historic volatility: |
0.12 |
Parity: |
2.17 |
Time value: |
0.32 |
Break-even: |
9,543.36 |
Moneyness: |
1.02 |
Premium: |
0.00 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.01 |
Spread %: |
0.40% |
Delta: |
-0.66 |
Theta: |
-0.72 |
Omega: |
-25.54 |
Rho: |
-8.69 |
Quote data
Open: |
2.87 |
High: |
2.87 |
Low: |
2.46 |
Previous Close: |
2.89 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.65% |
1 Month |
|
|
-49.90% |
3 Months |
|
|
-65.45% |
YTD |
|
|
-57.07% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
3.17 |
2.46 |
1M High / 1M Low: |
5.75 |
2.46 |
6M High / 6M Low: |
8.19 |
2.46 |
High (YTD): |
2024-02-13 |
8.19 |
Low (YTD): |
2024-05-03 |
2.46 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.92 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.37 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.30 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
135.79% |
Volatility 6M: |
|
81.85% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |