Morgan Stanley Call 32 LXS 20.09.2024
/ DE000ME503V0
Morgan Stanley Call 32 LXS 20.09..../ DE000ME503V0 /
| 8/1/2024 11:56:06 AM |
Chg.+0.005 |
Bid12:51:35 PM |
Ask12:51:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.106EUR |
+4.95% |
0.106
Bid Size: 7,500 |
0.195
Ask Size: 7,500 |
LANXESS AG |
32.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
ME503V |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
117.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.38 |
| Parity: |
-7.82 |
| Time value: |
0.21 |
| Break-even: |
32.21 |
| Moneyness: |
0.76 |
| Premium: |
0.33 |
| Premium p.a.: |
7.10 |
| Spread abs.: |
0.11 |
| Spread %: |
107.07% |
| Delta: |
0.10 |
| Theta: |
-0.01 |
| Omega: |
11.59 |
| Rho: |
0.00 |
Quote data
| Open: |
0.106 |
| High: |
0.106 |
| Low: |
0.106 |
| Previous Close: |
0.101 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.38% |
| 1 Month |
|
|
-5.36% |
| 3 Months |
|
|
-79.62% |
| YTD |
|
|
-90.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.148 |
0.101 |
| 1M High / 1M Low: |
0.210 |
0.096 |
| 6M High / 6M Low: |
0.750 |
0.096 |
| High (YTD): |
1/2/2024 |
1.060 |
| Low (YTD): |
7/16/2024 |
0.096 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.119 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.127 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.368 |
| Avg. volume 6M: |
|
31.496 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
281.15% |
| Volatility 6M: |
|
204.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
