Morgan Stanley Call 110 GXI 21.06.2024
/ DE000MB7ZEX8
Morgan Stanley Call 110 GXI 21.06.../ DE000MB7ZEX8 /
| 2024-05-16 12:09:23 PM |
Chg.+0.020 |
Bid2:23:37 PM |
Ask2:23:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+4.26% |
0.510
Bid Size: 40,000 |
0.570
Ask Size: 40,000 |
GERRESHEIMER AG |
110.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB7ZEX |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.38 |
| Parity: |
-0.89 |
| Time value: |
0.55 |
| Break-even: |
115.50 |
| Moneyness: |
0.92 |
| Premium: |
0.14 |
| Premium p.a.: |
2.86 |
| Spread abs.: |
0.07 |
| Spread %: |
14.58% |
| Delta: |
0.40 |
| Theta: |
-0.12 |
| Omega: |
7.29 |
| Rho: |
0.03 |
Quote data
| Open: |
0.480 |
| High: |
0.490 |
| Low: |
0.480 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-12.50% |
| 3 Months |
|
|
-2.00% |
| YTD |
|
|
-41.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.440 |
| 1M High / 1M Low: |
0.690 |
0.440 |
| 6M High / 6M Low: |
1.170 |
0.440 |
| High (YTD): |
2024-03-06 |
1.170 |
| Low (YTD): |
2024-05-14 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.582 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.707 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.18% |
| Volatility 6M: |
|
181.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
