Morgan Stanley Put 8200 UKX 20.12.2024
/ DE000ME0LHR5
Morgan Stanley Put 8200 UKX 20.12.../ DE000ME0LHR5 /
| 09/07/2024 14:46:27 |
Chg.+0.15 |
Bid16:38:11 |
Ask16:38:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.60EUR |
+10.34% |
1.60
Bid Size: 40,000 |
1.61
Ask Size: 40,000 |
FTSE 100 |
8,200.00 GBP |
20/12/2024 |
Put |
Master data
| WKN: |
ME0LHR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
FTSE 100 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8,200.00 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: |
-65.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.27 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.08 |
| Historic volatility: |
0.12 |
| Parity: |
0.08 |
| Time value: |
1.39 |
| Break-even: |
9,553.05 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
-0.38 |
| Theta: |
-0.24 |
| Omega: |
-25.03 |
| Rho: |
-17.18 |
Quote data
| Open: |
1.48 |
| High: |
1.60 |
| Low: |
1.48 |
| Previous Close: |
1.45 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.44% |
| 1 Month |
|
|
+15.11% |
| 3 Months |
|
|
-27.93% |
| YTD |
|
|
-40.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.64 |
1.33 |
| 1M High / 1M Low: |
1.64 |
1.26 |
| 6M High / 6M Low: |
3.56 |
1.13 |
| High (YTD): |
13/02/2024 |
3.56 |
| Low (YTD): |
20/05/2024 |
1.13 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.34% |
| Volatility 6M: |
|
86.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
