Morgan Stanley Call 475 LMT 20.09.2024
/ DE000ME17UN7
Morgan Stanley Call 475 LMT 20.09.../ DE000ME17UN7 /
9/4/2024 10:22:55 AM |
Chg.-0.20 |
Bid5:11:37 PM |
Ask5:11:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.39EUR |
-2.33% |
9.30 Bid Size: 15,000 |
9.49 Ask Size: 15,000 |
Lockheed Martin Corp |
475.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
ME17UN |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Lockheed Martin Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
475.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
9/27/2023 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.41 |
Intrinsic value: |
8.35 |
Implied volatility: |
0.66 |
Historic volatility: |
0.15 |
Parity: |
8.35 |
Time value: |
0.37 |
Break-even: |
517.12 |
Moneyness: |
1.19 |
Premium: |
0.01 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.19 |
Spread %: |
2.23% |
Delta: |
0.91 |
Theta: |
-0.39 |
Omega: |
5.37 |
Rho: |
0.17 |
Quote data
Open: |
8.39 |
High: |
8.39 |
Low: |
8.39 |
Previous Close: |
8.59 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.12% |
1 Month |
|
|
+20.03% |
3 Months |
|
|
+478.62% |
YTD |
|
|
+330.26% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.59 |
8.14 |
1M High / 1M Low: |
8.59 |
6.60 |
6M High / 6M Low: |
8.59 |
0.69 |
High (YTD): |
9/3/2024 |
8.59 |
Low (YTD): |
2/26/2024 |
0.67 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.41 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.73 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.63 |
Avg. volume 6M: |
|
9.30 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
56.90% |
Volatility 6M: |
|
366.57% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |