Morgan Stanley Call 70 LSCC 20.12.../  DE000ME9GQL0  /

Stuttgart
2024-06-11  6:21:41 PM Chg.- Bid8:00:33 AM Ask8:00:33 AM Underlying Strike price Expiration date Option type
0.520EUR - 0.540
Bid Size: 5,000
0.590
Ask Size: 5,000
Lattice Semiconducto... 70.00 USD 2024-12-20 Call
 

Master data

WKN: ME9GQL
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lattice Semiconductor Corp
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2024-12-20
Issue date: 2024-03-01
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.62
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.45
Parity: -0.84
Time value: 0.59
Break-even: 71.08
Moneyness: 0.87
Premium: 0.25
Premium p.a.: 0.54
Spread abs.: 0.05
Spread %: 9.26%
Delta: 0.45
Theta: -0.02
Omega: 4.33
Rho: 0.10
 

Quote data

Open: 0.550
High: 0.550
Low: 0.520
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month
  -50.00%
3 Months
  -74.13%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.520
1M High / 1M Low: 1.450 0.520
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.560
Avg. volume 1W:   0.000
Avg. price 1M:   1.088
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   234.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -