Morgan Stanley Call 42 LXS 21.03..../  DE000MG20RR3  /

Stuttgart
2024-06-10  6:15:16 PM Chg.- Bid10:00:04 PM Ask10:00:04 PM Underlying Strike price Expiration date Option type
0.056EUR - -
Bid Size: -
-
Ask Size: -
LANXESS AG 42.00 - 2025-03-21 Call
 

Master data

WKN: MG20RR
Issuer: Morgan Stanley
Currency: EUR
Underlying: LANXESS AG
Type: Warrant
Option type: Call
Strike price: 42.00 -
Maturity: 2025-03-21
Issue date: 2024-04-09
Last trading day: 2024-06-11
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 33.08
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.35
Parity: -2.02
Time value: 0.07
Break-even: 42.66
Moneyness: 0.52
Premium: 0.95
Premium p.a.: 1.46
Spread abs.: 0.01
Spread %: 15.79%
Delta: 0.15
Theta: 0.00
Omega: 4.87
Rho: 0.02
 

Quote data

Open: 0.056
High: 0.057
Low: 0.056
Previous Close: 0.057
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -16.42%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.074 0.056
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.065
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   53.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -