Morgan Stanley Call 25 LXS 21.06.2024
/ DE000MB8GHW1
Morgan Stanley Call 25 LXS 21.06..../ DE000MB8GHW1 /
2024-05-31 6:17:05 PM |
Chg.-0.080 |
Bid8:55:11 PM |
Ask8:55:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.690EUR |
-10.39% |
0.700 Bid Size: 2,000 |
0.810 Ask Size: 2,000 |
LANXESS AG |
25.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
MB8GHW |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
LANXESS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
25.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-07-07 |
Last trading day: |
2024-06-21 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
28.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.94 |
Intrinsic value: |
0.01 |
Implied volatility: |
0.36 |
Historic volatility: |
0.38 |
Parity: |
0.01 |
Time value: |
0.88 |
Break-even: |
25.89 |
Moneyness: |
1.00 |
Premium: |
0.04 |
Premium p.a.: |
0.82 |
Spread abs.: |
0.12 |
Spread %: |
15.58% |
Delta: |
0.53 |
Theta: |
-0.02 |
Omega: |
14.87 |
Rho: |
0.01 |
Quote data
Open: |
0.690 |
High: |
0.730 |
Low: |
0.690 |
Previous Close: |
0.770 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-32.35% |
1 Month |
|
|
-52.41% |
3 Months |
|
|
-28.13% |
YTD |
|
|
-62.90% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.370 |
0.770 |
1M High / 1M Low: |
1.940 |
0.750 |
6M High / 6M Low: |
1.940 |
0.740 |
High (YTD): |
2024-05-07 |
1.940 |
Low (YTD): |
2024-03-05 |
0.740 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.998 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.395 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.397 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
279.58% |
Volatility 6M: |
|
167.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |