Morgan Stanley Call 110 LYB 20.09.2024
/ DE000ME9GZA4
Morgan Stanley Call 110 LYB 20.09.../ DE000ME9GZA4 /
| 2024-07-08 3:14:24 PM |
Chg.-0.004 |
Bid8:17:46 PM |
Ask8:17:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.107EUR |
-3.60% |
0.118
Bid Size: 25,000 |
0.145
Ask Size: 25,000 |
LyondellBasell Indus... |
110.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME9GZA |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
LyondellBasell Industries NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-09-20 |
| Ratio: |
5:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
123.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
-2.81 |
| Time value: |
0.14 |
| Break-even: |
102.32 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
1.15 |
| Spread abs.: |
0.03 |
| Spread %: |
25.66% |
| Delta: |
0.14 |
| Theta: |
-0.02 |
| Omega: |
16.96 |
| Rho: |
0.02 |
Quote data
| Open: |
0.105 |
| High: |
0.107 |
| Low: |
0.105 |
| Previous Close: |
0.111 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.71% |
| 1 Month |
|
|
-36.31% |
| 3 Months |
|
|
-86.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.124 |
0.098 |
| 1M High / 1M Low: |
0.169 |
0.098 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.115 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.140 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
