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: |
|
- |
