Morgan Stanley Call 420 LOR 20.09.../  DE000ME1AR83  /

Stuttgart
2024-07-08  1:53:45 PM Chg.-0.09 Bid2:44:11 PM Ask2:44:11 PM Underlying Strike price Expiration date Option type
1.26EUR -6.67% 1.28
Bid Size: 7,500
1.31
Ask Size: 7,500
L OREAL INH. E... 420.00 - 2024-09-20 Call
 

Master data

WKN: ME1AR8
Issuer: Morgan Stanley
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 420.00 -
Maturity: 2024-09-20
Issue date: 2023-09-28
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 30.15
Leverage: Yes

Calculated values

Fair value: 1.10
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.19
Parity: -1.00
Time value: 1.36
Break-even: 433.60
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.32
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.46
Theta: -0.13
Omega: 13.73
Rho: 0.35
 

Quote data

Open: 1.33
High: 1.33
Low: 1.26
Previous Close: 1.35
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -72.55%
3 Months
  -38.24%
YTD
  -77.30%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.68 1.27
1M High / 1M Low: 4.59 1.27
6M High / 6M Low: 5.74 1.27
High (YTD): 2024-02-05 5.74
Low (YTD): 2024-07-03 1.27
52W High: - -
52W Low: - -
Avg. price 1W:   1.40
Avg. volume 1W:   0.00
Avg. price 1M:   3.00
Avg. volume 1M:   0.00
Avg. price 6M:   3.85
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   188.36%
Volatility 6M:   167.42%
Volatility 1Y:   -
Volatility 3Y:   -