Morgan Stanley Call 102 GXI 21.06.2024
/ DE000ME2QZ92
Morgan Stanley Call 102 GXI 21.06.../ DE000ME2QZ92 /
| 2024-05-30 2:22:53 PM |
Chg.+0.060 |
Bid3:39:01 PM |
Ask3:39:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+8.11% |
0.750
Bid Size: 40,000 |
0.800
Ask Size: 40,000 |
GERRESHEIMER AG |
102.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
ME2QZ9 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
102.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.40 |
| Parity: |
0.03 |
| Time value: |
0.77 |
| Break-even: |
110.00 |
| Moneyness: |
1.00 |
| Premium: |
0.08 |
| Premium p.a.: |
2.33 |
| Spread abs.: |
0.06 |
| Spread %: |
8.11% |
| Delta: |
0.55 |
| Theta: |
-0.18 |
| Omega: |
7.02 |
| Rho: |
0.03 |
Quote data
| Open: |
0.790 |
| High: |
0.800 |
| Low: |
0.790 |
| Previous Close: |
0.740 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.04% |
| 1 Month |
|
|
-9.09% |
| 3 Months |
|
|
-49.04% |
| YTD |
|
|
-27.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.740 |
| 1M High / 1M Low: |
1.040 |
0.430 |
| 6M High / 6M Low: |
1.620 |
0.430 |
| High (YTD): |
2024-03-06 |
1.620 |
| Low (YTD): |
2024-05-22 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.938 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.779 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.974 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
438.78% |
| Volatility 6M: |
|
254.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
