Morgan Stanley Call 96 GXI 20.12.2024
/ DE000ME5YS49
Morgan Stanley Call 96 GXI 20.12..../ DE000ME5YS49 /
| 9/20/2024 6:44:39 PM |
Chg.-0.17 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
-12.32% |
-
Bid Size: - |
-
Ask Size: - |
GERRESHEIMER AG |
96.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
ME5YS4 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
12/28/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.39 |
| Parity: |
0.31 |
| Time value: |
0.95 |
| Break-even: |
108.60 |
| Moneyness: |
1.03 |
| Premium: |
0.10 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.05 |
| Spread %: |
4.13% |
| Delta: |
0.61 |
| Theta: |
-0.06 |
| Omega: |
4.81 |
| Rho: |
0.12 |
Quote data
| Open: |
1.36 |
| High: |
1.36 |
| Low: |
1.20 |
| Previous Close: |
1.38 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.44% |
| 1 Month |
|
|
-19.33% |
| 3 Months |
|
|
-30.46% |
| YTD |
|
|
-41.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.65 |
1.21 |
| 1M High / 1M Low: |
1.89 |
1.14 |
| 6M High / 6M Low: |
2.80 |
1.13 |
| High (YTD): |
3/6/2024 |
2.83 |
| Low (YTD): |
7/25/2024 |
1.13 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.94% |
| Volatility 6M: |
|
133.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
