Morgan Stanley Put 8400 UKX 21.06.2024
/ DE000ME0LJ99
Morgan Stanley Put 8400 UKX 21.06.../ DE000ME0LJ99 /
| 2024-05-30 8:36:40 PM |
Chg.-0.39 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.00EUR |
-16.32% |
-
Bid Size: - |
-
Ask Size: - |
FTSE 100 |
8,400.00 GBP |
2024-06-21 |
Put |
Master data
| WKN: |
ME0LJ9 |
| 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: |
-40.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.65 |
| Intrinsic value: |
2.55 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.12 |
| Parity: |
2.55 |
| Time value: |
-0.16 |
| Break-even: |
9,638.01 |
| Moneyness: |
1.03 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.42% |
| Delta: |
-0.92 |
| Theta: |
0.35 |
| Omega: |
-36.88 |
| Rho: |
-5.46 |
Quote data
| Open: |
2.66 |
| High: |
2.66 |
| Low: |
2.00 |
| Previous Close: |
2.39 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.58% |
| 1 Month |
|
|
-23.37% |
| 3 Months |
|
|
-54.23% |
| YTD |
|
|
-45.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.39 |
1.33 |
| 1M High / 1M Low: |
2.61 |
0.92 |
| 6M High / 6M Low: |
4.62 |
0.92 |
| High (YTD): |
2024-02-13 |
4.62 |
| Low (YTD): |
2024-05-17 |
0.92 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
258.04% |
| Volatility 6M: |
|
115.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
