Morgan Stanley Call 205 LHX 20.12.../  DE000MJ0QY29  /

Stuttgart
9/11/2024  4:59:40 PM Chg.-0.020 Bid6:49:01 PM Ask6:49:01 PM Underlying Strike price Expiration date Option type
0.240EUR -7.69% 0.250
Bid Size: 200,000
0.270
Ask Size: 200,000
L3Harris Technologie... 205.00 USD 12/20/2024 Call
 

Master data

WKN: MJ0QY2
Issuer: Morgan Stanley
Currency: EUR
Underlying: L3Harris Technologies Inc
Type: Warrant
Option type: Call
Strike price: 205.00 USD
Maturity: 12/20/2024
Issue date: 9/9/2024
Last trading day: 12/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 7.13
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.21
Implied volatility: 0.37
Historic volatility: 0.19
Parity: 0.21
Time value: 0.08
Break-even: 215.02
Moneyness: 1.11
Premium: 0.04
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 7.41%
Delta: 0.76
Theta: -0.08
Omega: 5.39
Rho: 0.35
 

Quote data

Open: 0.260
High: 0.260
Low: 0.240
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

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52W Low: - -
Avg. price 1W:   -
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Avg. price 1M:   -
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Avg. price 6M:   -
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Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -