Morgan Stanley Call 106 GXI 20.12.2024
/ DE000ME5YSE2
Morgan Stanley Call 106 GXI 20.12.../ DE000ME5YSE2 /
| 2024-06-05 2:29:18 PM |
Chg.+0.11 |
Bid3:13:35 PM |
Ask3:13:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.14EUR |
+5.42% |
2.09
Bid Size: 40,000 |
2.17
Ask Size: 40,000 |
GERRESHEIMER AG |
106.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
ME5YSE |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
106.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.40 |
| Parity: |
0.07 |
| Time value: |
2.02 |
| Break-even: |
126.90 |
| Moneyness: |
1.01 |
| Premium: |
0.19 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.06 |
| Spread %: |
2.96% |
| Delta: |
0.61 |
| Theta: |
-0.05 |
| Omega: |
3.14 |
| Rho: |
0.24 |
Quote data
| Open: |
2.05 |
| High: |
2.14 |
| Low: |
2.05 |
| Previous Close: |
2.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.70% |
| 1 Month |
|
|
+15.68% |
| 3 Months |
|
|
+2.88% |
| YTD |
|
|
+30.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.73 |
| 1M High / 1M Low: |
2.03 |
1.26 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-09 |
2.26 |
| Low (YTD): |
2024-02-08 |
1.13 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
