Morgan Stanley Call 800 LLY 18.12.2026
/ DE000MG8BS48
Morgan Stanley Call 800 LLY 18.12.../ DE000MG8BS48 /
| 09/10/2024 14:41:43 |
Chg.-0.01 |
Bid15:53:13 |
Ask15:53:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.59EUR |
-0.38% |
2.61
Bid Size: 150,000 |
2.63
Ask Size: 150,000 |
Eli Lilly and Co |
800.00 USD |
18/12/2026 |
Call |
Master data
| WKN: |
MG8BS4 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Eli Lilly and Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 USD |
| Maturity: |
18/12/2026 |
| Issue date: |
30/07/2024 |
| Last trading day: |
18/12/2026 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
1.04 |
| Time value: |
1.56 |
| Break-even: |
988.89 |
| Moneyness: |
1.14 |
| Premium: |
0.19 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.78% |
| Delta: |
0.74 |
| Theta: |
-0.13 |
| Omega: |
2.37 |
| Rho: |
7.80 |
Quote data
| Open: |
2.57 |
| High: |
2.59 |
| Low: |
2.57 |
| Previous Close: |
2.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.82% |
| 1 Month |
|
|
+4.02% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.60 |
2.36 |
| 1M High / 1M Low: |
2.72 |
2.29 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
