Morgan Stanley Call 26 LXS 20.12..../  DE000ME6TGH8  /

Stuttgart
9/6/2024  6:29:24 PM Chg.-0.039 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.159EUR -19.70% -
Bid Size: -
-
Ask Size: -
LANXESS AG 26.00 EUR 12/20/2024 Call
 

Master data

WKN: ME6TGH
Issuer: Morgan Stanley
Currency: EUR
Underlying: LANXESS AG
Type: Warrant
Option type: Call
Strike price: 26.00 EUR
Maturity: 12/20/2024
Issue date: 1/11/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.14
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.39
Parity: -0.18
Time value: 0.17
Break-even: 27.71
Moneyness: 0.93
Premium: 0.15
Premium p.a.: 0.61
Spread abs.: 0.01
Spread %: 7.55%
Delta: 0.45
Theta: -0.01
Omega: 6.30
Rho: 0.03
 

Quote data

Open: 0.174
High: 0.175
Low: 0.159
Previous Close: 0.198
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.05%
1 Month  
+65.63%
3 Months
  -18.46%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.202 0.159
1M High / 1M Low: 0.221 0.096
6M High / 6M Low: 0.560 0.096
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.177
Avg. volume 1W:   0.000
Avg. price 1M:   0.162
Avg. volume 1M:   0.000
Avg. price 6M:   0.274
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   205.85%
Volatility 6M:   234.95%
Volatility 1Y:   -
Volatility 3Y:   -