Morgan Stanley Call 91 GXI 20.09.2024
/ DE000ME3VJY0
Morgan Stanley Call 91 GXI 20.09..../ DE000ME3VJY0 /
30/05/2024 17:26:32 |
Chg.-0.03 |
Bid19:54:02 |
Ask19:54:02 |
Underlying |
Strike price |
Expiration date |
Option type |
2.08EUR |
-1.42% |
2.11 Bid Size: 5,000 |
2.19 Ask Size: 5,000 |
GERRESHEIMER AG |
91.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
ME3VJY |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
GERRESHEIMER AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
91.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
17/11/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.61 |
Intrinsic value: |
1.13 |
Implied volatility: |
0.70 |
Historic volatility: |
0.40 |
Parity: |
1.13 |
Time value: |
1.05 |
Break-even: |
112.80 |
Moneyness: |
1.12 |
Premium: |
0.10 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.08 |
Spread %: |
3.81% |
Delta: |
0.70 |
Theta: |
-0.07 |
Omega: |
3.29 |
Rho: |
0.15 |
Quote data
Open: |
2.19 |
High: |
2.19 |
Low: |
2.08 |
Previous Close: |
2.11 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.96% |
1 Month |
|
|
-2.80% |
3 Months |
|
|
-22.96% |
YTD |
|
|
+5.05% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.47 |
2.11 |
1M High / 1M Low: |
2.47 |
1.39 |
6M High / 6M Low: |
2.77 |
1.36 |
High (YTD): |
06/03/2024 |
2.77 |
Low (YTD): |
08/02/2024 |
1.36 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.34 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.05 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.98 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
249.21% |
Volatility 6M: |
|
166.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |