Morgan Stanley Put 8600 UKX 20.12.2024
/ DE000ME0LHN4
Morgan Stanley Put 8600 UKX 20.12.../ DE000ME0LHN4 /
| 2024-06-07 8:20:34 PM |
Chg.+0.29 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.59EUR |
+8.79% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-26.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.55 |
| Intrinsic value: |
4.18 |
| Implied volatility: |
0.08 |
| Historic volatility: |
0.12 |
| Parity: |
4.18 |
| Time value: |
-0.55 |
| Break-even: |
9,764.86 |
| Moneyness: |
1.04 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.28% |
| Delta: |
-0.63 |
| Theta: |
0.09 |
| Omega: |
-16.93 |
| Rho: |
-34.78 |
Quote data
| Open: |
3.22 |
| High: |
3.59 |
| Low: |
3.22 |
| Previous Close: |
3.30 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.46% |
| 1 Month |
|
|
+13.97% |
| 3 Months |
|
|
-44.17% |
| YTD |
|
|
-38.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.59 |
3.30 |
| 1M High / 1M Low: |
3.85 |
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: |
|
3.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.57% |
| Volatility 6M: |
|
63.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
