Morgan Stanley Call 105 GXI 21.06.2024
/ DE000MB7ZEW0
Morgan Stanley Call 105 GXI 21.06.../ DE000MB7ZEW0 /
| 2024-05-15 6:53:10 PM |
Chg.- |
Bid8:09:27 AM |
Ask8:09:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
- |
0.580
Bid Size: 5,000 |
0.660
Ask Size: 5,000 |
GERRESHEIMER AG |
105.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB7ZEW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.38 |
| Parity: |
-0.39 |
| Time value: |
0.67 |
| Break-even: |
111.70 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
1.75 |
| Spread abs.: |
0.08 |
| Spread %: |
13.56% |
| Delta: |
0.47 |
| Theta: |
-0.12 |
| Omega: |
7.15 |
| Rho: |
0.04 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.510 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.72% |
| 1 Month |
|
|
-15.71% |
| 3 Months |
|
|
+1.72% |
| YTD |
|
|
-41.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.530 |
| 1M High / 1M Low: |
0.850 |
0.530 |
| 6M High / 6M Low: |
1.470 |
0.530 |
| High (YTD): |
2024-03-06 |
1.470 |
| Low (YTD): |
2024-05-14 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.566 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.723 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.857 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.85% |
| Volatility 6M: |
|
193.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
