Morgan Stanley Call 91 GXI 20.09.2024
/ DE000ME3VJY0
Morgan Stanley Call 91 GXI 20.09..../ DE000ME3VJY0 /
| 2024-06-20 10:49:26 AM |
Chg.+0.04 |
Bid11:14:33 AM |
Ask11:14:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.64EUR |
+2.50% |
1.65
Bid Size: 40,000 |
1.72
Ask Size: 40,000 |
GERRESHEIMER AG |
91.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME3VJY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
91.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-17 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.40 |
| Parity: |
0.55 |
| Time value: |
1.13 |
| Break-even: |
107.80 |
| Moneyness: |
1.06 |
| Premium: |
0.12 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.07 |
| Spread %: |
4.35% |
| Delta: |
0.64 |
| Theta: |
-0.08 |
| Omega: |
3.70 |
| Rho: |
0.11 |
Quote data
| Open: |
1.64 |
| High: |
1.64 |
| Low: |
1.64 |
| Previous Close: |
1.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.13% |
| 1 Month |
|
|
-7.87% |
| 3 Months |
|
|
-33.60% |
| YTD |
|
|
-17.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.22 |
1.60 |
| 1M High / 1M Low: |
2.60 |
1.39 |
| 6M High / 6M Low: |
2.77 |
1.36 |
| High (YTD): |
2024-03-06 |
2.77 |
| Low (YTD): |
2024-02-08 |
1.36 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.12% |
| Volatility 6M: |
|
162.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
