Morgan Stanley Call 88 GXI 20.12.2024
/ DE000ME6LR44
Morgan Stanley Call 88 GXI 20.12..../ DE000ME6LR44 /
| 2024-05-30 2:23:59 PM |
Chg.+0.11 |
Bid3:00:16 PM |
Ask3:00:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.92EUR |
+3.91% |
2.93
Bid Size: 40,000 |
2.98
Ask Size: 40,000 |
GERRESHEIMER AG |
88.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
ME6LR4 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.40 |
| Parity: |
1.43 |
| Time value: |
1.47 |
| Break-even: |
117.00 |
| Moneyness: |
1.16 |
| Premium: |
0.14 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.07 |
| Spread %: |
2.47% |
| Delta: |
0.72 |
| Theta: |
-0.05 |
| Omega: |
2.55 |
| Rho: |
0.25 |
Quote data
| Open: |
2.88 |
| High: |
2.92 |
| Low: |
2.88 |
| Previous Close: |
2.81 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.35% |
| 1 Month |
|
|
+3.18% |
| 3 Months |
|
|
-10.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.17 |
2.81 |
| 1M High / 1M Low: |
3.17 |
2.05 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
