Morgan Stanley Call 91 GXI 21.06.2024
/ DE000ME3VJZ7
Morgan Stanley Call 91 GXI 21.06..../ DE000ME3VJZ7 /
2024-05-14 6:58:35 PM |
Chg.-0.07 |
Bid7:02:50 PM |
Ask7:02:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.31EUR |
-5.07% |
1.32 Bid Size: 5,000 |
1.38 Ask Size: 5,000 |
GERRESHEIMER AG |
91.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
ME3VJZ |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
GERRESHEIMER AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
91.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-11-17 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.94 |
Intrinsic value: |
0.72 |
Implied volatility: |
0.87 |
Historic volatility: |
0.38 |
Parity: |
0.72 |
Time value: |
0.76 |
Break-even: |
105.80 |
Moneyness: |
1.08 |
Premium: |
0.08 |
Premium p.a.: |
1.05 |
Spread abs.: |
0.06 |
Spread %: |
4.23% |
Delta: |
0.66 |
Theta: |
-0.14 |
Omega: |
4.41 |
Rho: |
0.05 |
Quote data
Open: |
1.46 |
High: |
1.52 |
Low: |
1.31 |
Previous Close: |
1.38 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-26.40% |
1 Month |
|
|
-15.48% |
3 Months |
|
|
-6.43% |
YTD |
|
|
-20.12% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.78 |
1.38 |
1M High / 1M Low: |
1.78 |
1.38 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-03-06 |
2.46 |
Low (YTD): |
2024-02-08 |
1.01 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.51 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.59 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
115.47% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |