Morgan Stanley Put 22.5 LXS 20.12.2024
/ DE000ME5Z718
Morgan Stanley Put 22.5 LXS 20.12.../ DE000ME5Z718 /
| 09/07/2024 18:14:30 |
Chg.+0.016 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.219EUR |
+7.88% |
-
Bid Size: - |
-
Ask Size: - |
LANXESS AG |
22.50 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
ME5Z71 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
28/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.35 |
| Parity: |
-0.10 |
| Time value: |
0.22 |
| Break-even: |
20.35 |
| Moneyness: |
0.96 |
| Premium: |
0.13 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
5.91% |
| Delta: |
-0.36 |
| Theta: |
-0.01 |
| Omega: |
-3.97 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.201 |
| High: |
0.221 |
| Low: |
0.201 |
| Previous Close: |
0.203 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.73% |
| 1 Month |
|
|
-4.78% |
| 3 Months |
|
|
+28.07% |
| YTD |
|
|
-9.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.203 |
0.193 |
| 1M High / 1M Low: |
0.290 |
0.193 |
| 6M High / 6M Low: |
0.340 |
0.140 |
| High (YTD): |
05/03/2024 |
0.340 |
| Low (YTD): |
09/05/2024 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.241 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.238 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.87% |
| Volatility 6M: |
|
106.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
