Morgan Stanley Call 500 LONN 20.12.2024
/ DE000ME862K3
Morgan Stanley Call 500 LONN 20.1.../ DE000ME862K3 /
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: |
|
- |