Morgan Stanley Put 8600 UKX 20.12.2024
/ DE000ME0LHN4
Morgan Stanley Put 8600 UKX 20.12.../ DE000ME0LHN4 /
| 2024-08-02 8:23:46 PM |
Chg.+0.39 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.04EUR |
+10.68% |
-
Bid Size: - |
-
Ask Size: - |
FTSE 100 |
8,600.00 GBP |
2024-12-20 |
Put |
Master data
| WKN: |
ME0LHN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
FTSE 100 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8,600.00 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: |
-24.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.90 |
| Intrinsic value: |
4.99 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.11 |
| Parity: |
4.99 |
| Time value: |
-1.05 |
| Break-even: |
9,699.28 |
| Moneyness: |
1.05 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
-0.83 |
| Theta: |
0.49 |
| Omega: |
-20.21 |
| Rho: |
-31.83 |
Quote data
| Open: |
3.89 |
| High: |
4.04 |
| Low: |
3.77 |
| Previous Close: |
3.65 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.85% |
| 1 Month |
|
|
+1.76% |
| 3 Months |
|
|
+9.49% |
| YTD |
|
|
-30.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.04 |
3.01 |
| 1M High / 1M Low: |
4.44 |
3.01 |
| 6M High / 6M Low: |
7.51 |
2.80 |
| High (YTD): |
2024-02-13 |
7.51 |
| Low (YTD): |
2024-05-16 |
2.80 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.18% |
| Volatility 6M: |
|
93.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
