Morgan Stanley Put 7800 UKX 20.12.2024
/ DE000ME0LHW5
Morgan Stanley Put 7800 UKX 20.12.../ DE000ME0LHW5 /
2024-07-31 2:56:57 PM |
Chg.-0.120 |
Bid6:38:04 PM |
Ask6:38:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
-14.63% |
0.660 Bid Size: 80,000 |
0.670 Ask Size: 80,000 |
FTSE 100 |
7,800.00 GBP |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-09-12 |
Last trading day: |
2024-12-20 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-122.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.13 |
Historic volatility: |
0.11 |
Parity: |
-5.63 |
Time value: |
0.80 |
Break-even: |
9,177.59 |
Moneyness: |
0.94 |
Premium: |
0.07 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.01 |
Spread %: |
1.27% |
Delta: |
-0.18 |
Theta: |
-0.56 |
Omega: |
-21.67 |
Rho: |
-7.06 |
Quote data
Open: |
0.710 |
High: |
0.710 |
Low: |
0.700 |
Previous Close: |
0.820 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-33.96% |
1 Month |
|
|
-37.50% |
3 Months |
|
|
-54.84% |
YTD |
|
|
-75.86% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.060 |
0.760 |
1M High / 1M Low: |
1.190 |
0.760 |
6M High / 6M Low: |
3.990 |
0.760 |
High (YTD): |
2024-02-13 |
3.990 |
Low (YTD): |
2024-07-26 |
0.760 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.882 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.954 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.829 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
166.02% |
Volatility 6M: |
|
115.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |