Morgan Stanley Call 130 GXI 20.09.../  DE000ME10YA1  /

Stuttgart
5/31/2024  6:26:52 PM Chg.+0.010 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.680EUR +1.49% -
Bid Size: -
-
Ask Size: -
GERRESHEIMER AG 130.00 EUR 9/20/2024 Call
 

Master data

WKN: ME10YA
Issuer: Morgan Stanley
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 130.00 EUR
Maturity: 9/20/2024
Issue date: 9/22/2023
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.05
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.40
Parity: -2.74
Time value: 0.73
Break-even: 137.30
Moneyness: 0.79
Premium: 0.34
Premium p.a.: 1.58
Spread abs.: 0.07
Spread %: 10.61%
Delta: 0.34
Theta: -0.07
Omega: 4.81
Rho: 0.09
 

Quote data

Open: 0.670
High: 0.680
Low: 0.670
Previous Close: 0.670
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.53%
1 Month
  -8.11%
3 Months
  -10.53%
YTD
  -11.69%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.670
1M High / 1M Low: 0.780 0.590
6M High / 6M Low: 0.940 0.530
High (YTD): 4/9/2024 0.940
Low (YTD): 3/26/2024 0.530
52W High: - -
52W Low: - -
Avg. price 1W:   0.700
Avg. volume 1W:   0.000
Avg. price 1M:   0.691
Avg. volume 1M:   0.000
Avg. price 6M:   0.699
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.33%
Volatility 6M:   130.74%
Volatility 1Y:   -
Volatility 3Y:   -