Morgan Stanley Put 8400 UKX 21.06.2024
/ DE000ME0LJB5
Morgan Stanley Put 8400 UKX 21.06.../ DE000ME0LJB5 /
| 2024-05-23 2:53:40 PM |
Chg.-0.27 |
Bid7:59:45 AM |
Ask7:59:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
-18.49% |
1.82
Bid Size: 50,000 |
1.84
Ask Size: 50,000 |
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: |
-75.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.12 |
| Parity: |
0.35 |
| Time value: |
0.96 |
| Break-even: |
9,739.44 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.77% |
| Delta: |
-0.50 |
| Theta: |
-1.69 |
| Omega: |
-37.54 |
| Rho: |
-4.01 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.19 |
| Previous Close: |
1.46 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.00% |
| 1 Month |
|
|
-71.39% |
| 3 Months |
|
|
-82.53% |
| YTD |
|
|
-79.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.46 |
1.00 |
| 1M High / 1M Low: |
4.16 |
1.00 |
| 6M High / 6M Low: |
8.19 |
1.00 |
| High (YTD): |
2024-02-13 |
8.19 |
| Low (YTD): |
2024-05-17 |
1.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.56% |
| Volatility 6M: |
|
106.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
