Morgan Stanley Call 21.5 LXS 21.06.2024
/ DE000ME2MUZ5
Morgan Stanley Call 21.5 LXS 21.0.../ DE000ME2MUZ5 /
| 03/05/2024 18:14:04 |
Chg.- |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
LANXESS AG |
21.50 - |
21/06/2024 |
Call |
Master data
| WKN: |
ME2MUZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.50 - |
| Maturity: |
21/06/2024 |
| Issue date: |
26/10/2023 |
| Last trading day: |
06/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
1.15 |
| Historic volatility: |
0.38 |
| Parity: |
0.47 |
| Time value: |
0.15 |
| Break-even: |
27.70 |
| Moneyness: |
1.22 |
| Premium: |
0.06 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.02 |
| Spread %: |
3.33% |
| Delta: |
0.77 |
| Theta: |
-0.04 |
| Omega: |
3.26 |
| Rho: |
0.01 |
Quote data
| Open: |
0.590 |
| High: |
0.600 |
| Low: |
0.560 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+11.54% |
| 3 Months |
|
|
+16.00% |
| YTD |
|
|
-31.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.590 |
0.460 |
| 6M High / 6M Low: |
0.900 |
0.320 |
| High (YTD): |
02/01/2024 |
0.840 |
| Low (YTD): |
05/03/2024 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.535 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.565 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.19% |
| Volatility 6M: |
|
138.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
