Morgan Stanley Call 89 GXI 20.09.2024
/ DE000ME3VJU8
Morgan Stanley Call 89 GXI 20.09..../ DE000ME3VJU8 /
| 30/05/2024 14:18:14 |
Chg.+0.05 |
Bid16:23:32 |
Ask16:23:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.30EUR |
+2.22% |
2.28
Bid Size: 40,000 |
2.35
Ask Size: 40,000 |
GERRESHEIMER AG |
89.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
ME3VJU |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
89.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
17/11/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.33 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.40 |
| Parity: |
1.33 |
| Time value: |
1.00 |
| Break-even: |
112.30 |
| Moneyness: |
1.15 |
| Premium: |
0.10 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.08 |
| Spread %: |
3.56% |
| Delta: |
0.72 |
| Theta: |
-0.07 |
| Omega: |
3.15 |
| Rho: |
0.16 |
Quote data
| Open: |
2.34 |
| High: |
2.34 |
| Low: |
2.30 |
| Previous Close: |
2.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.56% |
| 1 Month |
|
|
+0.88% |
| 3 Months |
|
|
-19.30% |
| YTD |
|
|
+9.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.63 |
2.25 |
| 1M High / 1M Low: |
2.63 |
1.50 |
| 6M High / 6M Low: |
2.92 |
1.45 |
| High (YTD): |
06/03/2024 |
2.92 |
| Low (YTD): |
08/02/2024 |
1.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.69% |
| Volatility 6M: |
|
162.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
