Morgan Stanley Call 90 GXI 20.09.2024
/ DE000ME3VJW4
Morgan Stanley Call 90 GXI 20.09..../ DE000ME3VJW4 /
| 2024-05-30 10:52:04 AM |
Chg.+0.09 |
Bid1:43:26 PM |
Ask1:43:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.27EUR |
+4.13% |
2.20
Bid Size: 40,000 |
2.27
Ask Size: 40,000 |
GERRESHEIMER AG |
90.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME3VJW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-17 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.40 |
| Parity: |
1.23 |
| Time value: |
1.02 |
| Break-even: |
112.50 |
| Moneyness: |
1.14 |
| Premium: |
0.10 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.08 |
| Spread %: |
3.69% |
| Delta: |
0.71 |
| Theta: |
-0.07 |
| Omega: |
3.23 |
| Rho: |
0.16 |
Quote data
| Open: |
2.27 |
| High: |
2.27 |
| Low: |
2.27 |
| Previous Close: |
2.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.58% |
| 1 Month |
|
|
+2.71% |
| 3 Months |
|
|
-18.35% |
| YTD |
|
|
+11.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.55 |
2.18 |
| 1M High / 1M Low: |
2.55 |
1.44 |
| 6M High / 6M Low: |
2.85 |
1.41 |
| High (YTD): |
2024-03-06 |
2.85 |
| Low (YTD): |
2024-02-08 |
1.41 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.00% |
| Volatility 6M: |
|
164.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
