Morgan Stanley Call 23 LXS 20.12.2024
/ DE000ME8N7D7
Morgan Stanley Call 23 LXS 20.12..../ DE000ME8N7D7 /
| 2024-09-25 4:22:28 PM |
Chg.0.000 |
Bid5:47:08 PM |
Ask5:47:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
0.00% |
0.490
Bid Size: 15,000 |
0.500
Ask Size: 15,000 |
LANXESS AG |
23.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
ME8N7D |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
23.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.39 |
| Parity: |
0.40 |
| Time value: |
0.10 |
| Break-even: |
28.00 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
4.17% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
4.27 |
| Rho: |
0.04 |
Quote data
| Open: |
0.480 |
| High: |
0.490 |
| Low: |
0.480 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
+23.08% |
| 3 Months |
|
|
+65.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.440 |
| 1M High / 1M Low: |
0.500 |
0.300 |
| 6M High / 6M Low: |
0.760 |
0.182 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.476 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.383 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.418 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.30% |
| Volatility 6M: |
|
192.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
