Morgan Stanley Call 23.5 LXS 20.12.2024
/ DE000ME8XJ71
Morgan Stanley Call 23.5 LXS 20.1.../ DE000ME8XJ71 /
| 08/07/2024 17:52:22 |
Chg.-0.020 |
Bid08/07/2024 |
Ask08/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-6.90% |
0.270
Bid Size: 20,000 |
0.290
Ask Size: 20,000 |
LANXESS AG |
23.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
ME8XJ7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
23.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
19/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.35 |
| Parity: |
0.03 |
| Time value: |
0.29 |
| Break-even: |
26.60 |
| Moneyness: |
1.01 |
| Premium: |
0.12 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
6.90% |
| Delta: |
0.59 |
| Theta: |
-0.01 |
| Omega: |
4.56 |
| Rho: |
0.05 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.270 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.85% |
| 1 Month |
|
|
-10.00% |
| 3 Months |
|
|
-58.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.260 |
| 1M High / 1M Low: |
0.290 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.282 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.251 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
