Morgan Stanley Put 8200 UKX 20.12.../  DE000ME0LHS3  /

Stuttgart
10/18/2024  8:52:25 PM Chg.-0.020 Bid10:00:06 PM Ask10:00:06 PM Underlying Strike price Expiration date Option type
0.870EUR -2.25% -
Bid Size: -
-
Ask Size: -
FTSE 100 8,200.00 GBP 12/20/2024 Put
 

Master data

WKN: ME0LHS
Issuer: Morgan Stanley
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 8,200.00 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: -114.05
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.00
Implied volatility: 0.11
Historic volatility: 0.11
Parity: -1.90
Time value: 0.88
Break-even: 9,758.46
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 1.15%
Delta: -0.29
Theta: -1.04
Omega: -33.26
Rho: -5.12
 

Quote data

Open: 1.000
High: 1.000
Low: 0.850
Previous Close: 0.890
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.56%
1 Month
  -28.10%
3 Months
  -60.63%
YTD
  -79.19%
1 Year
  -80.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.350 0.870
1M High / 1M Low: 1.630 0.870
6M High / 6M Low: 3.420 0.870
High (YTD): 2/13/2024 5.800
Low (YTD): 10/18/2024 0.870
52W High: 2/13/2024 5.800
52W Low: 10/18/2024 0.870
Avg. price 1W:   1.028
Avg. volume 1W:   0.000
Avg. price 1M:   1.278
Avg. volume 1M:   0.000
Avg. price 6M:   1.808
Avg. volume 6M:   12.071
Avg. price 1Y:   3.207
Avg. volume 1Y:   7.375
Volatility 1M:   262.20%
Volatility 6M:   185.95%
Volatility 1Y:   139.49%
Volatility 3Y:   -