Morgan Stanley Call 500 LONN 20.1.../  DE000ME862K3  /

Stuttgart
11/8/2024  10:59:30 AM Chg.-0.040 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.570EUR -6.56% -
Bid Size: -
-
Ask Size: -
LONZA N 500.00 CHF 12/20/2024 Call
 

Master data

WKN: ME862K
Issuer: Morgan Stanley
Currency: EUR
Underlying: LONZA N
Type: Warrant
Option type: Call
Strike price: 500.00 CHF
Maturity: 12/20/2024
Issue date: 2/5/2024
Last trading day: 12/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 9.57
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.51
Implied volatility: 0.36
Historic volatility: 0.29
Parity: 0.51
Time value: 0.10
Break-even: 593.75
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 1.67%
Delta: 0.80
Theta: -0.27
Omega: 7.69
Rho: 0.46
 

Quote data

Open: 0.570
High: 0.570
Low: 0.570
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.06%
1 Month  
+29.55%
3 Months
  -27.85%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.510
1M High / 1M Low: 0.730 0.440
6M High / 6M Low: 1.010 0.300
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.570
Avg. volume 1W:   0.000
Avg. price 1M:   0.575
Avg. volume 1M:   0.000
Avg. price 6M:   0.572
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   218.92%
Volatility 6M:   171.67%
Volatility 1Y:   -
Volatility 3Y:   -