Morgan Stanley Call 21.5 LXS 20.09.2024
/ DE000ME9G4F7
Morgan Stanley Call 21.5 LXS 20.0.../ DE000ME9G4F7 /
| 26/08/2024 18:06:08 |
Chg.- |
Bid22:00:04 |
Ask22:00:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
LANXESS AG |
21.50 - |
20/09/2024 |
Call |
Master data
| WKN: |
ME9G4F |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.50 - |
| Maturity: |
20/09/2024 |
| Issue date: |
01/03/2024 |
| Last trading day: |
27/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
1.73 |
| Historic volatility: |
0.39 |
| Parity: |
0.27 |
| Time value: |
0.18 |
| Break-even: |
26.00 |
| Moneyness: |
1.12 |
| Premium: |
0.08 |
| Premium p.a.: |
6.67 |
| Spread abs.: |
0.04 |
| Spread %: |
9.76% |
| Delta: |
0.70 |
| Theta: |
-0.11 |
| Omega: |
3.77 |
| Rho: |
0.00 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.410 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+169.74% |
| 3 Months |
|
|
+28.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.430 |
0.152 |
| 6M High / 6M Low: |
0.810 |
0.152 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.275 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.448 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.31% |
| Volatility 6M: |
|
234.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
