Morgan Stanley Call 100 GXI 21.06.2024
/ DE000MB7ZEV2
Morgan Stanley Call 100 GXI 21.06.../ DE000MB7ZEV2 /
| 2024-05-16 3:23:15 PM |
Chg.+0.040 |
Bid3:38:55 PM |
Ask3:38:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+4.94% |
0.840
Bid Size: 40,000 |
0.910
Ask Size: 40,000 |
GERRESHEIMER AG |
100.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB7ZEV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.38 |
| Parity: |
0.11 |
| Time value: |
0.79 |
| Break-even: |
109.00 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
1.14 |
| Spread abs.: |
0.08 |
| Spread %: |
9.76% |
| Delta: |
0.57 |
| Theta: |
-0.12 |
| Omega: |
6.39 |
| Rho: |
0.05 |
Quote data
| Open: |
0.810 |
| High: |
0.870 |
| Low: |
0.810 |
| Previous Close: |
0.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.39% |
| 1 Month |
|
|
-4.49% |
| 3 Months |
|
|
+21.43% |
| YTD |
|
|
-28.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.710 |
| 1M High / 1M Low: |
1.110 |
0.710 |
| 6M High / 6M Low: |
1.810 |
0.680 |
| High (YTD): |
2024-03-06 |
1.810 |
| Low (YTD): |
2024-02-21 |
0.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.766 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.954 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.061 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.53% |
| Volatility 6M: |
|
197.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
