Morgan Stanley Call 24 LXS 20.12.2024
/ DE000ME84J18
Morgan Stanley Call 24 LXS 20.12..../ DE000ME84J18 /
| 2024-06-17 10:20:38 AM |
Chg.-0.012 |
Bid10:53:11 AM |
Ask10:53:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.185EUR |
-6.09% |
0.188
Bid Size: 200,000 |
0.196
Ask Size: 200,000 |
LANXESS AG |
24.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
ME84J1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.38 |
| Parity: |
-0.25 |
| Time value: |
0.21 |
| Break-even: |
26.08 |
| Moneyness: |
0.90 |
| Premium: |
0.21 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
6.12% |
| Delta: |
0.46 |
| Theta: |
-0.01 |
| Omega: |
4.75 |
| Rho: |
0.04 |
Quote data
| Open: |
0.185 |
| High: |
0.185 |
| Low: |
0.185 |
| Previous Close: |
0.197 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.00% |
| 1 Month |
|
|
-62.24% |
| 3 Months |
|
|
-56.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.197 |
| 1M High / 1M Low: |
0.490 |
0.197 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.226 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.352 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
