Morgan Stanley Call 26 LXS 20.12.2024
/ DE000ME503N7
Morgan Stanley Call 26 LXS 20.12..../ DE000ME503N7 /
| 06/09/2024 20:56:33 |
Chg.-0.170 |
Bid22:05:05 |
Ask22:05:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-17.17% |
-
Bid Size: - |
-
Ask Size: - |
LANXESS AG |
26.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
ME503N |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
22.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.39 |
| Parity: |
-0.87 |
| Time value: |
1.10 |
| Break-even: |
27.10 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.12 |
| Spread %: |
12.24% |
| Delta: |
0.46 |
| Theta: |
-0.01 |
| Omega: |
10.45 |
| Rho: |
0.03 |
Quote data
| Open: |
0.890 |
| High: |
0.930 |
| Low: |
0.820 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.36% |
| 1 Month |
|
|
+67.35% |
| 3 Months |
|
|
-6.82% |
| YTD |
|
|
-53.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.810 |
| 1M High / 1M Low: |
1.070 |
0.480 |
| 6M High / 6M Low: |
1.640 |
0.480 |
| High (YTD): |
17/01/2024 |
1.800 |
| Low (YTD): |
08/08/2024 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.892 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.816 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.048 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.68% |
| Volatility 6M: |
|
165.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
