Morgan Stanley Call 128 GXI 20.09.2024
/ DE000ME1AF53
Morgan Stanley Call 128 GXI 20.09.../ DE000ME1AF53 /
30/05/2024 18:11:29 |
Chg.-0.020 |
Bid19:12:57 |
Ask19:12:57 |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
-2.86% |
0.680 Bid Size: 5,000 |
0.750 Ask Size: 5,000 |
GERRESHEIMER AG |
128.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
ME1AF5 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
GERRESHEIMER AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
128.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
28/09/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
13.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.68 |
Historic volatility: |
0.40 |
Parity: |
-2.57 |
Time value: |
0.76 |
Break-even: |
135.60 |
Moneyness: |
0.80 |
Premium: |
0.33 |
Premium p.a.: |
1.48 |
Spread abs.: |
0.06 |
Spread %: |
8.57% |
Delta: |
0.35 |
Theta: |
-0.07 |
Omega: |
4.76 |
Rho: |
0.09 |
Quote data
Open: |
0.700 |
High: |
0.700 |
Low: |
0.680 |
Previous Close: |
0.700 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.86% |
1 Month |
|
|
-10.53% |
3 Months |
|
|
-21.84% |
YTD |
|
|
-15.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.780 |
0.700 |
1M High / 1M Low: |
0.790 |
0.590 |
6M High / 6M Low: |
0.990 |
0.550 |
High (YTD): |
09/04/2024 |
0.990 |
Low (YTD): |
26/03/2024 |
0.550 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.740 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.710 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.721 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.16% |
Volatility 6M: |
|
133.95% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |