Morgan Stanley Call 88 GXI 21.06.2024
/ DE000ME3VJT0
Morgan Stanley Call 88 GXI 21.06..../ DE000ME3VJT0 /
| 5/27/2024 6:56:06 PM |
Chg.- |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.22EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
GERRESHEIMER AG |
88.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
ME3VJT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
11/17/2023 |
| Last trading day: |
5/28/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.82 |
| Intrinsic value: |
1.78 |
| Implied volatility: |
1.17 |
| Historic volatility: |
0.40 |
| Parity: |
1.78 |
| Time value: |
0.49 |
| Break-even: |
110.70 |
| Moneyness: |
1.20 |
| Premium: |
0.05 |
| Premium p.a.: |
0.99 |
| Spread abs.: |
0.05 |
| Spread %: |
2.25% |
| Delta: |
0.78 |
| Theta: |
-0.20 |
| Omega: |
3.64 |
| Rho: |
0.04 |
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 |
|
|
+64.44% |
| 1 Month |
|
|
+20.65% |
| 3 Months |
|
|
-12.25% |
| YTD |
|
|
+21.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.30 |
1.01 |
| 1M High / 1M Low: |
2.30 |
1.01 |
| 6M High / 6M Low: |
2.73 |
1.01 |
| High (YTD): |
3/6/2024 |
2.73 |
| Low (YTD): |
5/22/2024 |
1.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.79 |
| 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: |
|
409.66% |
| Volatility 6M: |
|
225.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
