Morgan Stanley Call 81 GXI 20.09.2024
/ DE000ME3Y5Z6
Morgan Stanley Call 81 GXI 20.09..../ DE000ME3Y5Z6 /
| 2024-05-13 6:17:27 PM |
Chg.-0.17 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.56EUR |
-6.23% |
-
Bid Size: - |
-
Ask Size: - |
GERRESHEIMER AG |
81.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME3Y5Z |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
81.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.22 |
| Intrinsic value: |
1.94 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.38 |
| Parity: |
1.94 |
| Time value: |
0.86 |
| Break-even: |
109.00 |
| Moneyness: |
1.24 |
| Premium: |
0.09 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.07 |
| Spread %: |
2.56% |
| Delta: |
0.77 |
| Theta: |
-0.06 |
| Omega: |
2.76 |
| Rho: |
0.18 |
Quote data
| Open: |
2.54 |
| High: |
2.73 |
| Low: |
2.50 |
| Previous Close: |
2.73 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.79% |
| 1 Month |
|
|
-5.88% |
| 3 Months |
|
|
+8.47% |
| YTD |
|
|
-1.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.04 |
2.56 |
| 1M High / 1M Low: |
3.04 |
2.56 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-06 |
3.63 |
| Low (YTD): |
2024-01-17 |
1.92 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
