Morgan Stanley Call 34.5 LXS 20.12.2024
/ DE000ME5YJR3
Morgan Stanley Call 34.5 LXS 20.1.../ DE000ME5YJR3 /
| 2024-06-17 11:26:41 AM |
Chg.+0.001 |
Bid11:34:01 AM |
Ask11:34:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.045EUR |
+2.27% |
0.044
Bid Size: 200,000 |
0.052
Ask Size: 200,000 |
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: |
38.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.38 |
| Parity: |
-1.30 |
| Time value: |
0.06 |
| Break-even: |
35.06 |
| Moneyness: |
0.62 |
| Premium: |
0.63 |
| Premium p.a.: |
1.60 |
| Spread abs.: |
0.01 |
| Spread %: |
27.27% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
5.96 |
| Rho: |
0.01 |
Quote data
| Open: |
0.044 |
| High: |
0.045 |
| Low: |
0.044 |
| Previous Close: |
0.044 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.46% |
| 1 Month |
|
|
-57.55% |
| 3 Months |
|
|
-60.53% |
| YTD |
|
|
-84.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.052 |
0.044 |
| 1M High / 1M Low: |
0.106 |
0.044 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.270 |
| Low (YTD): |
2024-06-14 |
0.044 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.049 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.071 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
