Morgan Stanley Call 100 GXI 21.06.2024
/ DE000MB7ZEV2
Morgan Stanley Call 100 GXI 21.06.../ DE000MB7ZEV2 /
| 05/06/2024 12:12:16 |
Chg.+0.06 |
Bid13:02:59 |
Ask13:02:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
+5.41% |
1.36
Bid Size: 40,000 |
1.41
Ask Size: 40,000 |
GERRESHEIMER AG |
100.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
MB7ZEV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
27/06/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.95 |
| Historic volatility: |
0.40 |
| Parity: |
0.67 |
| Time value: |
0.54 |
| Break-even: |
112.10 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
2.08 |
| Spread abs.: |
0.07 |
| Spread %: |
6.14% |
| Delta: |
0.67 |
| Theta: |
-0.25 |
| Omega: |
5.88 |
| Rho: |
0.03 |
Quote data
| Open: |
1.16 |
| High: |
1.17 |
| Low: |
1.16 |
| Previous Close: |
1.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.65% |
| 1 Month |
|
|
+14.71% |
| 3 Months |
|
|
-29.09% |
| YTD |
|
|
-1.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.16 |
0.85 |
| 1M High / 1M Low: |
1.21 |
0.47 |
| 6M High / 6M Low: |
1.81 |
0.47 |
| High (YTD): |
06/03/2024 |
1.81 |
| Low (YTD): |
22/05/2024 |
0.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
479.13% |
| Volatility 6M: |
|
268.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
