Morgan Stanley Call 88 GXI 21.06..../  DE000ME3VJT0  /

Stuttgart
2024-05-13  6:45:11 PM Chg.-0.08 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
1.64EUR -4.65% -
Bid Size: -
-
Ask Size: -
GERRESHEIMER AG 88.00 EUR 2024-06-21 Call
 

Master data

WKN: ME3VJT
Issuer: Morgan Stanley
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 88.00 EUR
Maturity: 2024-06-21
Issue date: 2023-11-17
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.58
Leverage: Yes

Calculated values

Fair value: 1.36
Intrinsic value: 1.24
Implied volatility: 0.85
Historic volatility: 0.38
Parity: 1.24
Time value: 0.56
Break-even: 106.00
Moneyness: 1.14
Premium: 0.06
Premium p.a.: 0.66
Spread abs.: 0.06
Spread %: 3.45%
Delta: 0.73
Theta: -0.12
Omega: 4.10
Rho: 0.06
 

Quote data

Open: 1.54
High: 1.72
Low: 1.51
Previous Close: 1.72
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -6.82%
3 Months  
+3.14%
YTD
  -10.38%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.05 1.64
1M High / 1M Low: 2.05 1.63
6M High / 6M Low: - -
High (YTD): 2024-03-06 2.73
Low (YTD): 2024-02-08 1.15
52W High: - -
52W Low: - -
Avg. price 1W:   1.79
Avg. volume 1W:   0.00
Avg. price 1M:   1.84
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -