Morgan Stanley Call 27 LXS 20.12..../  DE000ME6HTM6  /

Stuttgart
7/8/2024  6:05:17 PM Chg.-0.011 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.141EUR -7.24% -
Bid Size: -
-
Ask Size: -
LANXESS AG 27.00 EUR 12/20/2024 Call
 

Master data

WKN: ME6HTM
Issuer: Morgan Stanley
Currency: EUR
Underlying: LANXESS AG
Type: Warrant
Option type: Call
Strike price: 27.00 EUR
Maturity: 12/20/2024
Issue date: 1/5/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.39
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.35
Parity: -0.33
Time value: 0.17
Break-even: 28.65
Moneyness: 0.88
Premium: 0.21
Premium p.a.: 0.51
Spread abs.: 0.01
Spread %: 7.84%
Delta: 0.40
Theta: -0.01
Omega: 5.76
Rho: 0.04
 

Quote data

Open: 0.149
High: 0.149
Low: 0.140
Previous Close: 0.152
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -12.96%
3 Months
  -66.43%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.152 0.141
1M High / 1M Low: 0.152 0.104
6M High / 6M Low: 0.520 0.104
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.145
Avg. volume 1W:   0.000
Avg. price 1M:   0.128
Avg. volume 1M:   0.000
Avg. price 6M:   0.316
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.80%
Volatility 6M:   136.66%
Volatility 1Y:   -
Volatility 3Y:   -