Morgan Stanley Call 115 GXI 21.06.2024
/ DE000MB7ZEY6
Morgan Stanley Call 115 GXI 21.06.../ DE000MB7ZEY6 /
| 31/05/2024 18:30:55 |
Chg.- |
Bid22:00:05 |
Ask22:00:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
GERRESHEIMER AG |
115.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
MB7ZEY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
27/06/2023 |
| Last trading day: |
03/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.95 |
| Historic volatility: |
0.40 |
| Parity: |
-0.79 |
| Time value: |
0.52 |
| Break-even: |
120.20 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
15.58 |
| Spread abs.: |
0.10 |
| Spread %: |
23.81% |
| Delta: |
0.40 |
| Theta: |
-0.27 |
| Omega: |
8.14 |
| Rho: |
0.02 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-17.65% |
| 3 Months |
|
|
-54.84% |
| YTD |
|
|
-42.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.420 |
| 1M High / 1M Low: |
0.510 |
0.390 |
| 6M High / 6M Low: |
0.930 |
0.390 |
| High (YTD): |
06/03/2024 |
0.930 |
| Low (YTD): |
22/05/2024 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.420 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.443 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.591 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.97% |
| Volatility 6M: |
|
171.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
