Morgan Stanley Call 26 LXS 20.12..../  DE000ME6TGH8  /

Stuttgart
2024-09-25  8:52:10 PM Chg.+0.010 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.270EUR +3.85% -
Bid Size: -
-
Ask Size: -
LANXESS AG 26.00 EUR 2024-12-20 Call
 

Master data

WKN: ME6TGH
Issuer: Morgan Stanley
Currency: EUR
Underlying: LANXESS AG
Type: Warrant
Option type: Call
Strike price: 26.00 EUR
Maturity: 2024-12-20
Issue date: 2024-01-11
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.63
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.10
Implied volatility: 0.43
Historic volatility: 0.39
Parity: 0.10
Time value: 0.18
Break-even: 28.80
Moneyness: 1.04
Premium: 0.07
Premium p.a.: 0.32
Spread abs.: 0.02
Spread %: 7.69%
Delta: 0.62
Theta: -0.01
Omega: 6.01
Rho: 0.03
 

Quote data

Open: 0.270
High: 0.270
Low: 0.260
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.57%
1 Month  
+23.29%
3 Months  
+81.21%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.260
1M High / 1M Low: 0.280 0.148
6M High / 6M Low: 0.560 0.096
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.266
Avg. volume 1W:   0.000
Avg. price 1M:   0.207
Avg. volume 1M:   0.000
Avg. price 6M:   0.259
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   190.64%
Volatility 6M:   235.96%
Volatility 1Y:   -
Volatility 3Y:   -