Morgan Stanley Call 26 LXS 20.12.2024
/ DE000ME503N7
Morgan Stanley Call 26 LXS 20.12..../ DE000ME503N7 /
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: |
|
- |