Morgan Stanley Call 25 LXS 20.12..../  DE000ME503M9  /

Stuttgart
8/1/2024  5:26:48 PM Chg.-0.10 Bid6:16:47 PM Ask6:16:47 PM Underlying Strike price Expiration date Option type
0.95EUR -9.52% 0.94
Bid Size: 2,000
1.05
Ask Size: 2,000
LANXESS AG 25.00 EUR 12/20/2024 Call
 

Master data

WKN: ME503M
Issuer: Morgan Stanley
Currency: EUR
Underlying: LANXESS AG
Type: Warrant
Option type: Call
Strike price: 25.00 EUR
Maturity: 12/20/2024
Issue date: 12/11/2023
Last trading day: 12/20/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 21.03
Leverage: Yes

Calculated values

Fair value: 2.08
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.38
Parity: -0.82
Time value: 1.15
Break-even: 26.15
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 0.22
Spread abs.: 0.11
Spread %: 10.58%
Delta: 0.47
Theta: -0.01
Omega: 9.95
Rho: 0.04
 

Quote data

Open: 1.00
High: 1.02
Low: 0.95
Previous Close: 1.05
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.78%
1 Month  
+4.40%
3 Months
  -37.09%
YTD
  -48.92%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.28 1.05
1M High / 1M Low: 1.39 0.76
6M High / 6M Low: 1.75 0.74
High (YTD): 1/17/2024 1.90
Low (YTD): 6/21/2024 0.74
52W High: - -
52W Low: - -
Avg. price 1W:   1.16
Avg. volume 1W:   0.00
Avg. price 1M:   1.05
Avg. volume 1M:   0.00
Avg. price 6M:   1.28
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   262.92%
Volatility 6M:   133.01%
Volatility 1Y:   -
Volatility 3Y:   -