Morgan Stanley Call 115 LYB 20.09.2024
/ DE000ME9GZC0
Morgan Stanley Call 115 LYB 20.09.../ DE000ME9GZC0 /
2024-06-27 6:32:24 PM |
Chg.- |
Bid11:38:26 AM |
Ask11:38:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.114EUR |
- |
0.102 Bid Size: 1,000 |
0.160 Ask Size: 1,000 |
LyondellBasell Indus... |
115.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
ME9GZC |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
LyondellBasell Industries NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 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: |
131.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.20 |
Parity: |
-3.72 |
Time value: |
0.14 |
Break-even: |
108.07 |
Moneyness: |
0.83 |
Premium: |
0.22 |
Premium p.a.: |
1.35 |
Spread abs.: |
0.02 |
Spread %: |
19.47% |
Delta: |
0.12 |
Theta: |
-0.02 |
Omega: |
15.18 |
Rho: |
0.02 |
Quote data
Open: |
0.099 |
High: |
0.114 |
Low: |
0.099 |
Previous Close: |
0.113 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.80% |
1 Month |
|
|
-5.00% |
3 Months |
|
|
-68.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.127 |
0.113 |
1M High / 1M Low: |
0.137 |
0.098 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.119 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.116 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
106.96% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |