Morgan Stanley Call 115 LYB 20.12.2024
/ DE000ME9GZB2
Morgan Stanley Call 115 LYB 20.12.../ DE000ME9GZB2 /
| 2024-06-14 6:31:54 PM |
Chg.- |
Bid10:51:56 AM |
Ask10:51:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.211EUR |
- |
0.195
Bid Size: 1,000 |
0.229
Ask Size: 1,000 |
LyondellBasell Indus... |
115.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME9GZB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
LyondellBasell Industries NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 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: |
74.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
-3.75 |
| Time value: |
0.24 |
| Break-even: |
108.65 |
| Moneyness: |
0.83 |
| Premium: |
0.23 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.04 |
| Spread %: |
17.16% |
| Delta: |
0.17 |
| Theta: |
-0.01 |
| Omega: |
12.30 |
| Rho: |
0.07 |
Quote data
| Open: |
0.200 |
| High: |
0.211 |
| Low: |
0.200 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.08% |
| 1 Month |
|
|
-47.25% |
| 3 Months |
|
|
-71.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.211 |
| 1M High / 1M Low: |
0.400 |
0.211 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.282 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
