Morgan Stanley Call 94 GXI 20.09.2024
/ DE000ME2S4G8
Morgan Stanley Call 94 GXI 20.09..../ DE000ME2S4G8 /
| 6/19/2024 6:11:58 PM |
Chg.- |
Bid10:07:15 AM |
Ask10:07:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.41EUR |
- |
1.46
Bid Size: 40,000 |
1.54
Ask Size: 40,000 |
GERRESHEIMER AG |
94.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
ME2S4G |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
94.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/30/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.40 |
| Parity: |
0.25 |
| Time value: |
1.24 |
| Break-even: |
108.90 |
| Moneyness: |
1.03 |
| Premium: |
0.13 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.07 |
| Spread %: |
4.93% |
| Delta: |
0.61 |
| Theta: |
-0.07 |
| Omega: |
3.94 |
| Rho: |
0.11 |
Quote data
| Open: |
1.36 |
| High: |
1.41 |
| Low: |
1.36 |
| Previous Close: |
1.51 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.54% |
| 1 Month |
|
|
-11.32% |
| 3 Months |
|
|
-37.89% |
| YTD |
|
|
-22.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.41 |
| 1M High / 1M Low: |
2.36 |
1.23 |
| 6M High / 6M Low: |
2.55 |
1.22 |
| High (YTD): |
3/6/2024 |
2.55 |
| Low (YTD): |
2/8/2024 |
1.22 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.87% |
| Volatility 6M: |
|
170.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
