Morgan Stanley Call 26 LXS 20.12..../  DE000ME503N7  /

Stuttgart
2024-07-31  6:22:33 PM Chg.-0.010 Bid6:32:00 PM Ask6:32:00 PM Underlying Strike price Expiration date Option type
0.890EUR -1.11% 0.890
Bid Size: 2,000
1.000
Ask Size: 2,000
LANXESS AG 26.00 EUR 2024-12-20 Call
 

Master data

WKN: ME503N
Issuer: Morgan Stanley
Currency: EUR
Underlying: LANXESS AG
Type: Warrant
Option type: Call
Strike price: 26.00 EUR
Maturity: 2024-12-20
Issue date: 2023-12-11
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 23.78
Leverage: Yes

Calculated values

Fair value: 1.75
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.38
Parity: -1.74
Time value: 1.02
Break-even: 27.02
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 0.32
Spread abs.: 0.11
Spread %: 12.09%
Delta: 0.40
Theta: -0.01
Omega: 9.47
Rho: 0.03
 

Quote data

Open: 0.930
High: 0.940
Low: 0.890
Previous Close: 0.900
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.09%
1 Month  
+20.27%
3 Months
  -35.97%
YTD
  -49.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.110 0.900
1M High / 1M Low: 1.230 0.620
6M High / 6M Low: 1.640 0.620
High (YTD): 2024-01-17 1.800
Low (YTD): 2024-07-16 0.620
52W High: - -
52W Low: - -
Avg. price 1W:   1.032
Avg. volume 1W:   0.000
Avg. price 1M:   0.888
Avg. volume 1M:   0.000
Avg. price 6M:   1.156
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   311.81%
Volatility 6M:   151.07%
Volatility 1Y:   -
Volatility 3Y:   -