Morgan Stanley Call 425 LOR 20.12.../  DE000ME504M7  /

Stuttgart
2024-07-26  8:01:00 PM Chg.+0.17 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
1.10EUR +18.28% -
Bid Size: -
-
Ask Size: -
L OREAL INH. E... 425.00 - 2024-12-20 Call
 

Master data

WKN: ME504M
Issuer: Morgan Stanley
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 425.00 -
Maturity: 2024-12-20
Issue date: 2023-12-11
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 35.93
Leverage: Yes

Calculated values

Fair value: 1.13
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.19
Parity: -2.62
Time value: 1.11
Break-even: 436.10
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 0.91%
Delta: 0.36
Theta: -0.07
Omega: 13.04
Rho: 0.53
 

Quote data

Open: 1.03
High: 1.10
Low: 1.03
Previous Close: 0.93
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.06%
1 Month
  -27.63%
3 Months
  -55.28%
YTD
  -61.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.44 0.93
1M High / 1M Low: 1.60 0.93
6M High / 6M Low: 3.06 0.93
High (YTD): 2024-05-14 3.06
Low (YTD): 2024-07-25 0.93
52W High: - -
52W Low: - -
Avg. price 1W:   1.14
Avg. volume 1W:   0.00
Avg. price 1M:   1.28
Avg. volume 1M:   0.00
Avg. price 6M:   2.32
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   170.80%
Volatility 6M:   121.50%
Volatility 1Y:   -
Volatility 3Y:   -