Morgan Stanley Call 88 GXI 21.06.2024
/ DE000ME3VJT0
Morgan Stanley Call 88 GXI 21.06..../ DE000ME3VJT0 /
| 27/05/2024 18:56:06 |
Chg.- |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.22EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
GERRESHEIMER AG |
88.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
ME3VJT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
17/11/2023 |
| Last trading day: |
28/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
1.58 |
| Implied volatility: |
1.38 |
| Historic volatility: |
0.40 |
| Parity: |
1.58 |
| Time value: |
0.69 |
| Break-even: |
110.70 |
| Moneyness: |
1.18 |
| Premium: |
0.07 |
| Premium p.a.: |
1.78 |
| Spread abs.: |
0.05 |
| Spread %: |
2.25% |
| Delta: |
0.74 |
| Theta: |
-0.26 |
| Omega: |
3.40 |
| Rho: |
0.03 |
Quote data
| Open: |
2.23 |
| High: |
2.23 |
| Low: |
2.12 |
| Previous Close: |
2.30 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.73% |
| 1 Month |
|
|
+19.35% |
| 3 Months |
|
|
-16.23% |
| YTD |
|
|
+21.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.30 |
2.08 |
| 1M High / 1M Low: |
2.30 |
1.01 |
| 6M High / 6M Low: |
2.73 |
1.01 |
| High (YTD): |
06/03/2024 |
2.73 |
| Low (YTD): |
22/05/2024 |
1.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
420.90% |
| Volatility 6M: |
|
227.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
