Morgan Stanley Put 7400 UKX 20.12.2024
/ DE000ME0LHZ8
Morgan Stanley Put 7400 UKX 20.12.../ DE000ME0LHZ8 /
| 2024-08-01 2:34:00 PM |
Chg.+0.010 |
Bid6:30:18 PM |
Ask6:30:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+3.45% |
0.360
Bid Size: 80,000 |
0.370
Ask Size: 80,000 |
FTSE 100 |
7,400.00 GBP |
2024-12-20 |
Put |
Master data
| WKN: |
ME0LHZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
FTSE 100 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7,400.00 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: |
-320.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.11 |
| Parity: |
-11.49 |
| Time value: |
0.31 |
| Break-even: |
8,756.57 |
| Moneyness: |
0.88 |
| Premium: |
0.12 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
-0.07 |
| Theta: |
-0.39 |
| Omega: |
-22.59 |
| Rho: |
-2.83 |
Quote data
| Open: |
0.290 |
| High: |
0.300 |
| Low: |
0.290 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.08% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-55.88% |
| YTD |
|
|
-78.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.290 |
| 1M High / 1M Low: |
0.480 |
0.290 |
| 6M High / 6M Low: |
1.750 |
0.290 |
| High (YTD): |
2024-01-17 |
1.820 |
| Low (YTD): |
2024-07-31 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.344 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.391 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.787 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.81% |
| Volatility 6M: |
|
97.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
