Morgan Stanley Put 8600 UKX 20.12.2024
/ DE000ME0LHN4
Morgan Stanley Put 8600 UKX 20.12.../ DE000ME0LHN4 /
| 2024-05-23 8:19:05 PM |
Chg.+0.21 |
Bid7:52:02 AM |
Ask7:52:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.36EUR |
+6.67% |
3.43
Bid Size: 50,000 |
3.44
Ask Size: 50,000 |
FTSE 100 |
8,600.00 GBP |
2024-12-20 |
Put |
Master data
| WKN: |
ME0LHN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
FTSE 100 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8,600.00 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: |
-32.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.86 |
| Intrinsic value: |
2.70 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.12 |
| Parity: |
2.70 |
| Time value: |
0.35 |
| Break-even: |
9,800.45 |
| Moneyness: |
1.03 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.33% |
| Delta: |
-0.52 |
| Theta: |
-0.10 |
| Omega: |
-16.61 |
| Rho: |
-31.05 |
Quote data
| Open: |
3.00 |
| High: |
3.36 |
| Low: |
3.00 |
| Previous Close: |
3.15 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.15% |
| 1 Month |
|
|
-26.80% |
| 3 Months |
|
|
-47.91% |
| YTD |
|
|
-42.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.36 |
2.82 |
| 1M High / 1M Low: |
4.59 |
2.80 |
| 6M High / 6M Low: |
7.51 |
2.80 |
| High (YTD): |
2024-02-13 |
7.51 |
| Low (YTD): |
2024-05-16 |
2.80 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.98% |
| Volatility 6M: |
|
56.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
