Morgan Stanley Call 110 LYB 20.09.2024
/ DE000ME9GZA4
Morgan Stanley Call 110 LYB 20.09.../ DE000ME9GZA4 /
| 28/06/2024 12:54:26 |
Chg.-0.014 |
Bid14:38:07 |
Ask14:38:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.129EUR |
-9.79% |
0.129
Bid Size: 1,000 |
0.193
Ask Size: 1,000 |
LyondellBasell Indus... |
110.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
01/03/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
5:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
105.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
-2.79 |
| Time value: |
0.17 |
| Break-even: |
103.57 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.03 |
| Spread %: |
20.00% |
| Delta: |
0.15 |
| Theta: |
-0.02 |
| Omega: |
16.10 |
| Rho: |
0.03 |
Quote data
| Open: |
0.129 |
| High: |
0.129 |
| Low: |
0.129 |
| Previous Close: |
0.143 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.00% |
| 1 Month |
|
|
-35.50% |
| 3 Months |
|
|
-78.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.166 |
0.140 |
| 1M High / 1M Low: |
0.203 |
0.122 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.149 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.158 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
