Morgan Stanley Call 800 LLY 20.12.2024
/ DE000ME8QRH7
Morgan Stanley Call 800 LLY 20.12.../ DE000ME8QRH7 /
| 11/12/2024 3:08:35 PM |
Chg.-0.26 |
Bid4:48:46 PM |
Ask4:48:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.67EUR |
-8.87% |
2.33
Bid Size: 20,000 |
2.38
Ask Size: 20,000 |
ELI LILLY |
800.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
ME8QRH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
2/14/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
27.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
-1.93 |
| Time value: |
2.83 |
| Break-even: |
828.30 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.05 |
| Spread %: |
1.80% |
| Delta: |
0.45 |
| Theta: |
-0.49 |
| Omega: |
12.39 |
| Rho: |
0.34 |
Quote data
| Open: |
2.69 |
| High: |
2.69 |
| Low: |
2.67 |
| Previous Close: |
2.93 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.19% |
| 1 Month |
|
|
-28.61% |
| 3 Months |
|
|
-18.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.93 |
1.82 |
| 1M High / 1M Low: |
3.90 |
1.82 |
| 6M High / 6M Low: |
3.97 |
1.82 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.19% |
| Volatility 6M: |
|
129.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
