Morgan Stanley Call 106 GXI 21.06.2024
/ DE000ME2MNB1
Morgan Stanley Call 106 GXI 21.06.../ DE000ME2MNB1 /
| 2024-05-29 5:15:56 PM |
Chg.- |
Bid10:50:14 AM |
Ask10:50:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
- |
0.600
Bid Size: 40,000 |
0.660
Ask Size: 40,000 |
GERRESHEIMER AG |
106.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
ME2MNB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
106.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-26 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.40 |
| Parity: |
-0.37 |
| Time value: |
0.63 |
| Break-even: |
112.30 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
3.70 |
| Spread abs.: |
0.07 |
| Spread %: |
12.50% |
| Delta: |
0.47 |
| Theta: |
-0.18 |
| Omega: |
7.61 |
| Rho: |
0.03 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.560 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.84% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
-57.89% |
| YTD |
|
|
-41.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.560 |
| 1M High / 1M Low: |
0.810 |
0.410 |
| 6M High / 6M Low: |
1.360 |
0.410 |
| High (YTD): |
2024-03-06 |
1.360 |
| Low (YTD): |
2024-05-22 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.618 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.819 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.42% |
| Volatility 6M: |
|
219.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
