Morgan Stanley Call 100 LYB 20.09.2024
/ DE000ME9GZ63
Morgan Stanley Call 100 LYB 20.09.../ DE000ME9GZ63 /
| 7/18/2024 6:06:47 PM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
LyondellBasell Indus... |
100.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
ME9GZ6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
LyondellBasell Industries NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
3/1/2024 |
| Last trading day: |
7/19/2024 |
| Ratio: |
5:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.19 |
| Parity: |
-2.10 |
| Time value: |
0.57 |
| Break-even: |
102.85 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
1.70 |
| Spread abs.: |
0.03 |
| Spread %: |
5.56% |
| Delta: |
0.31 |
| Theta: |
-0.06 |
| Omega: |
9.62 |
| Rho: |
0.03 |
Quote data
| Open: |
0.540 |
| High: |
0.610 |
| Low: |
0.540 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+41.86% |
| 3 Months |
|
|
-42.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.610 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.353 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
