Morgan Stanley Put 8200 UKX 20.12.2024
/ DE000ME0LHS3
Morgan Stanley Put 8200 UKX 20.12.../ DE000ME0LHS3 /
| 8/2/2024 8:23:46 PM |
Chg.- |
Bid10:19:32 AM |
Ask10:19:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.23EUR |
- |
3.02
Bid Size: 20,000 |
3.04
Ask Size: 20,000 |
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: |
-44.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.11 |
| Parity: |
0.30 |
| Time value: |
1.86 |
| Break-even: |
9,407.83 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.47% |
| Delta: |
-0.43 |
| Theta: |
-0.52 |
| Omega: |
-18.93 |
| Rho: |
-16.16 |
Quote data
| Open: |
2.01 |
| High: |
2.23 |
| Low: |
2.00 |
| Previous Close: |
1.85 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.70% |
| 1 Month |
|
|
+9.85% |
| 3 Months |
|
|
+0.91% |
| YTD |
|
|
-46.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.23 |
1.42 |
| 1M High / 1M Low: |
2.28 |
1.42 |
| 6M High / 6M Low: |
5.80 |
1.42 |
| High (YTD): |
2/13/2024 |
5.80 |
| Low (YTD): |
7/31/2024 |
1.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.81 |
| Avg. volume 1W: |
|
186.60 |
| Avg. price 1M: |
|
1.98 |
| Avg. volume 1M: |
|
44.43 |
| Avg. price 6M: |
|
2.96 |
| Avg. volume 6M: |
|
14.93 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.05% |
| Volatility 6M: |
|
122.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
