Morgan Stanley Call 21 LXS 20.09.2024
/ DE000ME9SSR8
Morgan Stanley Call 21 LXS 20.09..../ DE000ME9SSR8 /
| 31/07/2024 17:30:55 |
Chg.-0.030 |
Bid18:28:57 |
Ask18:28:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-7.50% |
0.370
Bid Size: 20,000 |
0.390
Ask Size: 20,000 |
LANXESS AG |
21.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
ME9SSR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
07/03/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.38 |
| Parity: |
0.33 |
| Time value: |
0.07 |
| Break-even: |
25.00 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
5.26% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
4.83 |
| Rho: |
0.02 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.370 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.49% |
| 1 Month |
|
|
+23.33% |
| 3 Months |
|
|
-43.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.400 |
| 1M High / 1M Low: |
0.560 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.454 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.380 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
395.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
