Morgan Stanley Call 730 LLY 20.12.2024
/ DE000ME8QRA2
Morgan Stanley Call 730 LLY 20.12.../ DE000ME8QRA2 /
| 30/07/2024 09:30:16 |
Chg.+0.02 |
Bid11:03:15 |
Ask11:03:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.23EUR |
+0.62% |
3.26
Bid Size: 5,000 |
3.30
Ask Size: 5,000 |
ELI LILLY |
730.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
ME8QRA |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
730.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
14/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
22.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.55 |
| Intrinsic value: |
1.66 |
| Implied volatility: |
0.08 |
| Historic volatility: |
0.28 |
| Parity: |
1.66 |
| Time value: |
1.59 |
| Break-even: |
762.50 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
1.25% |
| Delta: |
0.76 |
| Theta: |
-0.10 |
| Omega: |
17.57 |
| Rho: |
2.11 |
Quote data
| Open: |
3.23 |
| High: |
3.23 |
| Low: |
3.23 |
| Previous Close: |
3.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.10% |
| 1 Month |
|
|
-21.22% |
| 3 Months |
|
|
+7.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.85 |
3.21 |
| 1M High / 1M Low: |
4.30 |
3.21 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
