Morgan Stanley Call 90 GXI 21.03..../  DE000MG2F0P7  /

Stuttgart
5/30/2024  6:21:23 PM Chg.+0.06 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
3.09EUR +1.98% -
Bid Size: -
-
Ask Size: -
GERRESHEIMER AG 90.00 EUR 3/21/2025 Call
 

Master data

WKN: MG2F0P
Issuer: Morgan Stanley
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 3/21/2025
Issue date: 4/16/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.23
Leverage: Yes

Calculated values

Fair value: 2.23
Intrinsic value: 1.23
Implied volatility: 0.70
Historic volatility: 0.40
Parity: 1.23
Time value: 1.94
Break-even: 121.70
Moneyness: 1.14
Premium: 0.19
Premium p.a.: 0.24
Spread abs.: 0.10
Spread %: 3.26%
Delta: 0.71
Theta: -0.04
Omega: 2.31
Rho: 0.33
 

Quote data

Open: 3.03
High: 3.16
Low: 3.03
Previous Close: 3.03
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.04%
1 Month
  -0.32%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.43 3.03
1M High / 1M Low: 3.43 2.39
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.25
Avg. volume 1W:   0.00
Avg. price 1M:   3.02
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   144.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -