Morgan Stanley Call 26 LXS 20.12.2024
/ DE000ME503N7
Morgan Stanley Call 26 LXS 20.12..../ DE000ME503N7 /
| 2024-09-25 5:28:44 PM |
Chg.-0.02 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
-1.50% |
-
Bid Size: - |
-
Ask Size: - |
LANXESS AG |
26.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
ME503N |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
19.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.61 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.39 |
| Parity: |
0.96 |
| Time value: |
0.44 |
| Break-even: |
27.40 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.08 |
| Spread %: |
6.06% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
14.80 |
| Rho: |
0.05 |
Quote data
| Open: |
1.34 |
| High: |
1.34 |
| Low: |
1.31 |
| Previous Close: |
1.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.02% |
| 1 Month |
|
|
+27.18% |
| 3 Months |
|
|
+72.37% |
| YTD |
|
|
-25.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.18 |
| 1M High / 1M Low: |
1.33 |
0.76 |
| 6M High / 6M Low: |
1.64 |
0.48 |
| High (YTD): |
2024-01-17 |
1.80 |
| Low (YTD): |
2024-08-08 |
0.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.01% |
| Volatility 6M: |
|
168.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
