Morgan Stanley Call 23.5 LXS 21.06.2024
/ DE000ME243W1
Morgan Stanley Call 23.5 LXS 21.0.../ DE000ME243W1 /
| 2024-05-09 6:20:22 PM |
Chg.- |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
LANXESS AG |
23.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
ME243W |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
23.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-16 |
| Last trading day: |
2024-05-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
1.56 |
| Historic volatility: |
0.38 |
| Parity: |
0.21 |
| Time value: |
0.29 |
| Break-even: |
28.50 |
| Moneyness: |
1.09 |
| Premium: |
0.11 |
| Premium p.a.: |
4.42 |
| Spread abs.: |
0.03 |
| Spread %: |
6.38% |
| Delta: |
0.66 |
| Theta: |
-0.08 |
| Omega: |
3.40 |
| Rho: |
0.01 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.470 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+23.68% |
| 3 Months |
|
|
+88.00% |
| YTD |
|
|
-31.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.560 |
0.380 |
| 6M High / 6M Low: |
0.720 |
0.205 |
| High (YTD): |
2024-01-02 |
0.680 |
| Low (YTD): |
2024-03-05 |
0.205 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.439 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.428 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.48% |
| Volatility 6M: |
|
175.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
