Morgan Stanley Call 27 LXS 21.06.2024
/ DE000MB8GHZ4
Morgan Stanley Call 27 LXS 21.06..../ DE000MB8GHZ4 /
| 2024-05-30 6:14:15 PM |
Chg.- |
Bid10:27:28 AM |
Ask10:27:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
- |
0.190
Bid Size: 17,500 |
0.290
Ask Size: 17,500 |
LANXESS AG |
27.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
MB8GHZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
73.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.38 |
| Parity: |
-1.99 |
| Time value: |
0.34 |
| Break-even: |
27.34 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
3.70 |
| Spread abs.: |
0.12 |
| Spread %: |
54.55% |
| Delta: |
0.24 |
| Theta: |
-0.02 |
| Omega: |
17.85 |
| Rho: |
0.00 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.180 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.25% |
| 1 Month |
|
|
-76.34% |
| 3 Months |
|
|
-66.15% |
| YTD |
|
|
-86.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.220 |
| 1M High / 1M Low: |
1.460 |
0.210 |
| 6M High / 6M Low: |
1.650 |
0.210 |
| High (YTD): |
2024-01-02 |
1.580 |
| Low (YTD): |
2024-05-23 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.764 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.998 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
447.31% |
| Volatility 6M: |
|
247.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
