Morgan Stanley Call 27 LXS 21.06.2024
/ DE000MB7ZNE9
Morgan Stanley Call 27 LXS 21.06..../ DE000MB7ZNE9 /
| 2024-05-29 2:30:36 PM |
Chg.-0.007 |
Bid5:56:25 PM |
Ask5:56:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
-14.89% |
0.037
Bid Size: 20,000 |
0.047
Ask Size: 20,000 |
LANXESS AG |
27.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB7ZNE |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
43.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.38 |
| Parity: |
-0.14 |
| Time value: |
0.06 |
| Break-even: |
27.59 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
2.24 |
| Spread abs.: |
0.01 |
| Spread %: |
25.53% |
| Delta: |
0.34 |
| Theta: |
-0.02 |
| Omega: |
14.78 |
| Rho: |
0.01 |
Quote data
| Open: |
0.045 |
| High: |
0.045 |
| Low: |
0.040 |
| Previous Close: |
0.047 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
-74.68% |
| 3 Months |
|
|
-66.67% |
| YTD |
|
|
-91.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.050 |
0.040 |
| 1M High / 1M Low: |
0.270 |
0.040 |
| 6M High / 6M Low: |
0.490 |
0.040 |
| High (YTD): |
2024-01-02 |
0.420 |
| Low (YTD): |
2024-05-23 |
0.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.045 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.131 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.217 |
| Avg. volume 6M: |
|
120.968 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
312.27% |
| Volatility 6M: |
|
241.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
