Morgan Stanley Call 34.5 LXS 20.12.2024
/ DE000ME5YJR3
Morgan Stanley Call 34.5 LXS 20.1.../ DE000ME5YJR3 /
| 2024-09-25 9:16:01 PM |
Chg.-0.001 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.036EUR |
-2.70% |
-
Bid Size: - |
-
Ask Size: - |
LANXESS AG |
34.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
ME5YJR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
55.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.39 |
| Parity: |
-0.75 |
| Time value: |
0.05 |
| Break-even: |
34.99 |
| Moneyness: |
0.78 |
| Premium: |
0.30 |
| Premium p.a.: |
2.02 |
| Spread abs.: |
0.01 |
| Spread %: |
32.43% |
| Delta: |
0.17 |
| Theta: |
-0.01 |
| Omega: |
9.28 |
| Rho: |
0.01 |
Quote data
| Open: |
0.038 |
| High: |
0.039 |
| Low: |
0.036 |
| Previous Close: |
0.037 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
-16.28% |
| 3 Months |
|
|
-18.18% |
| YTD |
|
|
-87.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.040 |
0.037 |
| 1M High / 1M Low: |
0.045 |
0.034 |
| 6M High / 6M Low: |
0.194 |
0.033 |
| High (YTD): |
2024-01-02 |
0.270 |
| Low (YTD): |
2024-08-08 |
0.033 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.039 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.039 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.073 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.80% |
| Volatility 6M: |
|
165.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
