Morgan Stanley Put 7800 UKX 20.12.2024
/ DE000ME0LHV7
Morgan Stanley Put 7800 UKX 20.12.../ DE000ME0LHV7 /
| 7/10/2024 2:59:36 PM |
Chg.-0.050 |
Bid4:16:35 PM |
Ask4:16:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-6.49% |
0.720
Bid Size: 40,000 |
0.730
Ask Size: 40,000 |
FTSE 100 |
7,800.00 GBP |
12/20/2024 |
Put |
Master data
| WKN: |
ME0LHV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
FTSE 100 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7,800.00 GBP |
| Maturity: |
12/20/2024 |
| Issue date: |
9/12/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-121.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.12 |
| Parity: |
-4.02 |
| Time value: |
0.79 |
| Break-even: |
9,143.92 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.28% |
| Delta: |
-0.20 |
| Theta: |
-0.40 |
| Omega: |
-24.04 |
| Rho: |
-8.84 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.720 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.00% |
| 1 Month |
|
|
-7.69% |
| 3 Months |
|
|
-47.45% |
| YTD |
|
|
-62.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.650 |
| 1M High / 1M Low: |
0.910 |
0.650 |
| 6M High / 6M Low: |
2.570 |
0.650 |
| High (YTD): |
2/13/2024 |
2.570 |
| Low (YTD): |
7/4/2024 |
0.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.720 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.790 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.449 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.24% |
| Volatility 6M: |
|
97.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
