Morgan Stanley Call 23 LXS 20.12.2024
/ DE000ME8N7D7
Morgan Stanley Call 23 LXS 20.12..../ DE000ME8N7D7 /
| 2024-07-08 8:12:25 AM |
Chg.-0.010 |
Bid9:17:47 AM |
Ask9:17:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-3.13% |
0.320
Bid Size: 175,000 |
0.330
Ask Size: 175,000 |
LANXESS AG |
23.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
ME8N7D |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
23.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.35 |
| Parity: |
0.08 |
| Time value: |
0.27 |
| Break-even: |
26.40 |
| Moneyness: |
1.03 |
| Premium: |
0.11 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
6.25% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
4.35 |
| Rho: |
0.05 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.90% |
| 1 Month |
|
|
-6.06% |
| 3 Months |
|
|
-54.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.290 |
| 1M High / 1M Low: |
0.320 |
0.232 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.304 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.272 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
