Morgan Stanley Call 100 LYB 20.12.2024
/ DE000ME9GZ55
Morgan Stanley Call 100 LYB 20.12.../ DE000ME9GZ55 /
| 2024-06-21 6:21:58 PM |
Chg.- |
Bid9:04:16 AM |
Ask9:04:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
- |
0.800
Bid Size: 3,750 |
0.850
Ask Size: 3,750 |
LyondellBasell Indus... |
100.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME9GZ5 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
LyondellBasell Industries NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-12-20 |
| Ratio: |
5:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
-1.11 |
| Time value: |
0.81 |
| Break-even: |
97.58 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.05 |
| Spread %: |
6.58% |
| Delta: |
0.43 |
| Theta: |
-0.02 |
| Omega: |
9.26 |
| Rho: |
0.17 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.730 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.61% |
| 1 Month |
|
|
-25.51% |
| 3 Months |
|
|
-58.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.660 |
| 1M High / 1M Low: |
1.120 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.754 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.854 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
