Morgan Stanley Call 27 LXS 20.12.2024
/ DE000ME6HTM6
Morgan Stanley Call 27 LXS 20.12..../ DE000ME6HTM6 /
06/09/2024 18:29:11 |
Chg.-0.031 |
Bid22:05:01 |
Ask22:05:01 |
Underlying |
Strike price |
Expiration date |
Option type |
0.126EUR |
-19.75% |
- Bid Size: - |
- Ask Size: - |
LANXESS AG |
27.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
ME6HTM |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
LANXESS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
27.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
05/01/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
17.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.39 |
Parity: |
-0.28 |
Time value: |
0.14 |
Break-even: |
28.38 |
Moneyness: |
0.90 |
Premium: |
0.17 |
Premium p.a.: |
0.75 |
Spread abs.: |
0.01 |
Spread %: |
9.52% |
Delta: |
0.38 |
Theta: |
-0.01 |
Omega: |
6.74 |
Rho: |
0.02 |
Quote data
Open: |
0.140 |
High: |
0.140 |
Low: |
0.126 |
Previous Close: |
0.157 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-26.32% |
1 Month |
|
|
+61.54% |
3 Months |
|
|
-22.22% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.125 |
1M High / 1M Low: |
0.177 |
0.078 |
6M High / 6M Low: |
0.480 |
0.078 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.140 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.129 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.234 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
202.97% |
Volatility 6M: |
|
237.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |