Morgan Stanley Call 900 LLY 19.12.2025
/ DE000MG60KX2
Morgan Stanley Call 900 LLY 19.12.../ DE000MG60KX2 /
05/09/2024 18:47:48 |
Chg.- |
Bid15:58:00 |
Ask15:58:00 |
Underlying |
Strike price |
Expiration date |
Option type |
4.81EUR |
- |
4.70 Bid Size: 15,000 |
4.78 Ask Size: 15,000 |
Eli Lilly and Co |
900.00 USD |
19/12/2025 |
Call |
Master data
WKN: |
MG60KX |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Eli Lilly and Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
900.00 USD |
Maturity: |
19/12/2025 |
Issue date: |
17/06/2024 |
Last trading day: |
19/12/2025 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
17.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
12.18 |
Intrinsic value: |
1.15 |
Implied volatility: |
0.03 |
Historic volatility: |
0.27 |
Parity: |
1.15 |
Time value: |
3.68 |
Break-even: |
858.30 |
Moneyness: |
1.01 |
Premium: |
0.04 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.06 |
Spread %: |
1.26% |
Delta: |
0.94 |
Theta: |
-0.07 |
Omega: |
15.98 |
Rho: |
9.30 |
Quote data
Open: |
5.13 |
High: |
5.13 |
Low: |
4.79 |
Previous Close: |
5.12 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.24% |
1 Month |
|
|
+31.06% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.31 |
4.81 |
1M High / 1M Low: |
5.31 |
3.26 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.13 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.85 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
106.03% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |