Morgan Stanley Call 26 LXS 21.06.2024
/ DE000MB7ZND1
Morgan Stanley Call 26 LXS 21.06..../ DE000MB7ZND1 /
| 2024-05-07 6:28:02 PM |
Chg.- |
Bid9:58:14 AM |
Ask9:58:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
- |
0.320
Bid Size: 25,000 |
0.330
Ask Size: 25,000 |
LANXESS AG |
26.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB7ZND |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.37 |
| Parity: |
0.26 |
| Time value: |
0.09 |
| Break-even: |
29.50 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
6.06% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
6.19 |
| Rho: |
0.02 |
Quote data
| Open: |
0.260 |
| High: |
0.340 |
| Low: |
0.260 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.68% |
| 1 Month |
|
|
+17.24% |
| 3 Months |
|
|
+36.00% |
| YTD |
|
|
-33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.231 |
| 1M High / 1M Low: |
0.340 |
0.159 |
| 6M High / 6M Low: |
0.550 |
0.112 |
| High (YTD): |
2024-01-02 |
0.480 |
| Low (YTD): |
2024-03-05 |
0.112 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.267 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.224 |
| Avg. volume 1M: |
|
714.286 |
| Avg. price 6M: |
|
0.274 |
| Avg. volume 6M: |
|
120.968 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.68% |
| Volatility 6M: |
|
204.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
