Morgan Stanley Put 7800 UKX 20.12.2024
/ DE000ME0LHW5
Morgan Stanley Put 7800 UKX 20.12.../ DE000ME0LHW5 /
| 06/08/2024 13:09:54 |
Chg.-0.03 |
Bid13:41:19 |
Ask13:41:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
-1.90% |
1.62
Bid Size: 40,000 |
1.63
Ask Size: 40,000 |
FTSE 100 |
7,800.00 GBP |
20/12/2024 |
Put |
Master data
| WKN: |
ME0LHW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
FTSE 100 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7,800.00 GBP |
| Maturity: |
20/12/2024 |
| Issue date: |
12/09/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-56.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.12 |
| Parity: |
-2.43 |
| Time value: |
1.64 |
| Break-even: |
8,935.57 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.23% |
| Delta: |
-0.31 |
| Theta: |
-0.73 |
| Omega: |
-17.44 |
| Rho: |
-11.26 |
Quote data
| Open: |
1.55 |
| High: |
1.55 |
| Low: |
1.55 |
| Previous Close: |
1.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+89.02% |
| 1 Month |
|
|
+59.79% |
| 3 Months |
|
|
+19.23% |
| YTD |
|
|
-46.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.58 |
0.66 |
| 1M High / 1M Low: |
1.58 |
0.66 |
| 6M High / 6M Low: |
3.99 |
0.66 |
| High (YTD): |
13/02/2024 |
3.99 |
| Low (YTD): |
31/07/2024 |
0.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.71% |
| Volatility 6M: |
|
145.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
