Morgan Stanley Call 136 GXI 20.09.2024
/ DE000ME1AFC2
Morgan Stanley Call 136 GXI 20.09.../ DE000ME1AFC2 /
| 2024-06-05 12:12:11 PM |
Chg.0.000 |
Bid1:22:45 PM |
Ask1:22:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
0.00% |
0.690
Bid Size: 40,000 |
0.750
Ask Size: 40,000 |
GERRESHEIMER AG |
136.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME1AFC |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
136.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.40 |
| Parity: |
-2.93 |
| Time value: |
0.74 |
| Break-even: |
143.40 |
| Moneyness: |
0.78 |
| Premium: |
0.34 |
| Premium p.a.: |
1.74 |
| Spread abs.: |
0.06 |
| Spread %: |
8.82% |
| Delta: |
0.34 |
| Theta: |
-0.07 |
| Omega: |
4.84 |
| Rho: |
0.08 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.69% |
| 1 Month |
|
|
-4.29% |
| 3 Months |
|
|
-2.90% |
| YTD |
|
|
-5.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.640 |
| 1M High / 1M Low: |
0.700 |
0.570 |
| 6M High / 6M Low: |
0.840 |
0.470 |
| High (YTD): |
2024-04-10 |
0.840 |
| Low (YTD): |
2024-03-26 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.654 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.651 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.647 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.23% |
| Volatility 6M: |
|
120.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
