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

Stuttgart
8/9/2024  6:02:45 PM Chg.-0.070 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.310EUR -18.42% -
Bid Size: -
-
Ask Size: -
L OREAL INH. E... 450.00 - 12/20/2024 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: 12/20/2024
Issue date: 12/11/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 109.36
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.19
Parity: -6.73
Time value: 0.35
Break-even: 453.50
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 0.60
Spread abs.: 0.03
Spread %: 9.38%
Delta: 0.14
Theta: -0.05
Omega: 15.69
Rho: 0.19
 

Quote data

Open: 0.380
High: 0.380
Low: 0.310
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.89%
1 Month
  -51.56%
3 Months
  -85.84%
YTD
  -86.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.310
1M High / 1M Low: 0.850 0.310
6M High / 6M Low: 2.320 0.310
High (YTD): 5/14/2024 2.320
Low (YTD): 8/9/2024 0.310
52W High: - -
52W Low: - -
Avg. price 1W:   0.362
Avg. volume 1W:   0.000
Avg. price 1M:   0.562
Avg. volume 1M:   0.000
Avg. price 6M:   1.532
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   203.79%
Volatility 6M:   147.56%
Volatility 1Y:   -
Volatility 3Y:   -