Morgan Stanley Call 81 GXI 20.09.2024
/ DE000ME3Y5Z6
Morgan Stanley Call 81 GXI 20.09..../ DE000ME3Y5Z6 /
| 29/05/2024 18:14:07 |
Chg.-0.35 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.89EUR |
-10.80% |
-
Bid Size: - |
-
Ask Size: - |
GERRESHEIMER AG |
81.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
ME3Y5Z |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
81.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
20/11/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.50 |
| Intrinsic value: |
2.28 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.40 |
| Parity: |
2.28 |
| Time value: |
0.84 |
| Break-even: |
112.20 |
| Moneyness: |
1.28 |
| Premium: |
0.08 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.07 |
| Spread %: |
2.30% |
| Delta: |
0.79 |
| Theta: |
-0.07 |
| Omega: |
2.62 |
| Rho: |
0.16 |
Quote data
| Open: |
3.01 |
| High: |
3.01 |
| Low: |
2.89 |
| Previous Close: |
3.24 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.98% |
| 1 Month |
|
|
+2.48% |
| 3 Months |
|
|
-16.47% |
| YTD |
|
|
+11.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.36 |
2.05 |
| 1M High / 1M Low: |
3.36 |
2.05 |
| 6M High / 6M Low: |
3.63 |
1.87 |
| High (YTD): |
06/03/2024 |
3.63 |
| Low (YTD): |
17/01/2024 |
1.92 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.65 |
| Avg. volume 6M: |
|
.66 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.97% |
| Volatility 6M: |
|
140.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
