Morgan Stanley Call 91 GXI 20.12.2024
/ DE000ME6LR69
Morgan Stanley Call 91 GXI 20.12..../ DE000ME6LR69 /
| 2024-06-20 11:15:44 AM |
Chg.+0.07 |
Bid12:42:16 PM |
Ask12:42:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.17EUR |
+3.33% |
2.17
Bid Size: 40,000 |
2.22
Ask Size: 40,000 |
GERRESHEIMER AG |
91.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
ME6LR6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
91.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.40 |
| Parity: |
0.55 |
| Time value: |
1.63 |
| Break-even: |
112.80 |
| Moneyness: |
1.06 |
| Premium: |
0.17 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.07 |
| Spread %: |
3.32% |
| Delta: |
0.66 |
| Theta: |
-0.05 |
| Omega: |
2.90 |
| Rho: |
0.21 |
Quote data
| Open: |
2.17 |
| High: |
2.17 |
| Low: |
2.17 |
| Previous Close: |
2.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.80% |
| 1 Month |
|
|
-4.82% |
| 3 Months |
|
|
-23.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.74 |
2.10 |
| 1M High / 1M Low: |
3.10 |
1.88 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
