Morgan Stanley Put 8400 UKX 20.12.2024
/ DE000ME0LHQ7
Morgan Stanley Put 8400 UKX 20.12.../ DE000ME0LHQ7 /
| 2024-10-11 9:12:49 PM |
Chg.-0.04 |
Bid10:00:01 PM |
Ask10:00:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.69EUR |
-2.31% |
-
Bid Size: - |
-
Ask Size: - |
FTSE 100 |
8,400.00 GBP |
2024-12-20 |
Put |
Master data
| WKN: |
ME0LHQ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
FTSE 100 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8,400.00 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: |
-58.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.57 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.11 |
| Parity: |
1.75 |
| Time value: |
-0.05 |
| Break-even: |
9,866.78 |
| Moneyness: |
1.02 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.59% |
| Delta: |
-0.66 |
| Theta: |
-0.08 |
| Omega: |
-38.49 |
| Rho: |
-12.70 |
Quote data
| Open: |
1.75 |
| High: |
1.83 |
| Low: |
1.69 |
| Previous Close: |
1.73 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.03% |
| 1 Month |
|
|
+4.32% |
| 3 Months |
|
|
-9.63% |
| YTD |
|
|
-46.01% |
| 1 Year |
|
|
-42.12% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.88 |
1.56 |
| 1M High / 1M Low: |
1.90 |
1.47 |
| 6M High / 6M Low: |
2.92 |
1.21 |
| High (YTD): |
2024-02-13 |
3.98 |
| Low (YTD): |
2024-08-29 |
1.21 |
| 52W High: |
2024-02-13 |
3.98 |
| 52W Low: |
2024-08-29 |
1.21 |
| Avg. price 1W: |
|
1.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.60 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
179.35% |
| Volatility 6M: |
|
138.49% |
| Volatility 1Y: |
|
103.33% |
| Volatility 3Y: |
|
- |
