Morgan Stanley Call 450 LOR 20.12.../  DE000ME504N5  /

Stuttgart
2024-07-26  8:01:00 PM Chg.+0.090 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.610EUR +17.31% -
Bid Size: -
-
Ask Size: -
L OREAL INH. E... 450.00 - 2024-12-20 Call
 

Master data

WKN: ME504N
Issuer: Morgan Stanley
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 2024-12-20
Issue date: 2023-12-11
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 63.30
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.19
Parity: -5.12
Time value: 0.63
Break-even: 456.30
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.40
Spread abs.: 0.02
Spread %: 3.28%
Delta: 0.22
Theta: -0.06
Omega: 14.23
Rho: 0.33
 

Quote data

Open: 0.580
High: 0.610
Low: 0.580
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.57%
1 Month
  -34.41%
3 Months
  -65.54%
YTD
  -73.93%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.520
1M High / 1M Low: 0.960 0.520
6M High / 6M Low: 2.320 0.520
High (YTD): 2024-05-14 2.320
Low (YTD): 2024-07-25 0.520
52W High: - -
52W Low: - -
Avg. price 1W:   0.646
Avg. volume 1W:   0.000
Avg. price 1M:   0.729
Avg. volume 1M:   0.000
Avg. price 6M:   1.664
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   189.74%
Volatility 6M:   148.83%
Volatility 1Y:   -
Volatility 3Y:   -