Morgan Stanley Call 440 LOR 20.09.2024
/ DE000ME10LZ5
Morgan Stanley Call 440 LOR 20.09.../ DE000ME10LZ5 /
| 2024-07-08 11:13:04 AM |
Chg.-0.020 |
Bid5:11:25 PM |
Ask5:11:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-3.03% |
0.520
Bid Size: 7,500 |
0.550
Ask Size: 7,500 |
L OREAL INH. E... |
440.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
ME10LZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-22 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
59.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
-3.00 |
| Time value: |
0.69 |
| Break-even: |
446.90 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.02 |
| Spread %: |
2.99% |
| Delta: |
0.28 |
| Theta: |
-0.11 |
| Omega: |
16.79 |
| Rho: |
0.22 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-79.09% |
| 3 Months |
|
|
-50.39% |
| YTD |
|
|
-85.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.640 |
| 1M High / 1M Low: |
3.080 |
0.640 |
| 6M High / 6M Low: |
4.390 |
0.640 |
| High (YTD): |
2024-02-05 |
4.390 |
| Low (YTD): |
2024-07-03 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.726 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.913 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.660 |
| Avg. volume 6M: |
|
39.370 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.97% |
| Volatility 6M: |
|
202.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
