Morgan Stanley Call 95 GXI 21.06.2024
/ DE000MB81034
Morgan Stanley Call 95 GXI 21.06..../ DE000MB81034 /
| 2024-05-16 6:46:16 PM |
Chg.+0.11 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
+9.48% |
-
Bid Size: - |
-
Ask Size: - |
GERRESHEIMER AG |
95.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB8103 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-28 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.38 |
| Parity: |
0.61 |
| Time value: |
0.63 |
| Break-even: |
107.40 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.07 |
| Spread %: |
5.98% |
| Delta: |
0.66 |
| Theta: |
-0.12 |
| Omega: |
5.36 |
| Rho: |
0.05 |
Quote data
| Open: |
1.20 |
| High: |
1.31 |
| Low: |
1.16 |
| Previous Close: |
1.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.59% |
| 1 Month |
|
|
+11.40% |
| 3 Months |
|
|
+44.32% |
| YTD |
|
|
-11.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.16 |
1.01 |
| 1M High / 1M Low: |
1.43 |
1.01 |
| 6M High / 6M Low: |
2.18 |
0.86 |
| High (YTD): |
2024-03-06 |
2.18 |
| Low (YTD): |
2024-02-21 |
0.86 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.81% |
| Volatility 6M: |
|
184.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
