Morgan Stanley Call 25 LXS 20.12.2024
/ DE000ME503M9
Morgan Stanley Call 25 LXS 20.12..../ DE000ME503M9 /
| 8/15/2024 3:23:13 PM |
Chg.+0.080 |
Bid3:43:07 PM |
Ask3:43:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+10.96% |
0.830
Bid Size: 17,500 |
0.930
Ask Size: 17,500 |
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: |
27.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.39 |
| Parity: |
-2.11 |
| Time value: |
0.82 |
| Break-even: |
25.82 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.08 |
| Spread %: |
10.81% |
| Delta: |
0.35 |
| Theta: |
-0.01 |
| Omega: |
9.85 |
| Rho: |
0.03 |
Quote data
| Open: |
0.740 |
| High: |
0.810 |
| Low: |
0.740 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-49.38% |
| YTD |
|
|
-56.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.600 |
| 1M High / 1M Low: |
1.390 |
0.600 |
| 6M High / 6M Low: |
1.750 |
0.600 |
| High (YTD): |
1/17/2024 |
1.900 |
| Low (YTD): |
8/8/2024 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.678 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.946 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.217 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.67% |
| Volatility 6M: |
|
139.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
