Morgan Stanley Call 800 LLY 20.12.2024
/ DE000ME8QRH7
Morgan Stanley Call 800 LLY 20.12.../ DE000ME8QRH7 /
| 06/09/2024 14:09:46 |
Chg.-0.08 |
Bid17:29:58 |
Ask17:29:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.53EUR |
-2.22% |
3.43
Bid Size: 15,000 |
3.51
Ask Size: 15,000 |
ELI LILLY |
800.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
ME8QRH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
14/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
22.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.25 |
| Intrinsic value: |
2.15 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.27 |
| Parity: |
2.15 |
| Time value: |
1.49 |
| Break-even: |
836.40 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
1.68% |
| Delta: |
0.75 |
| Theta: |
-0.12 |
| Omega: |
17.02 |
| Rho: |
1.68 |
Quote data
| Open: |
3.54 |
| High: |
3.54 |
| Low: |
3.53 |
| Previous Close: |
3.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.49% |
| 1 Month |
|
|
+45.27% |
| 3 Months |
|
|
+26.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.97 |
3.61 |
| 1M High / 1M Low: |
3.97 |
2.05 |
| 6M High / 6M Low: |
3.97 |
1.73 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.89% |
| Volatility 6M: |
|
102.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
