Morgan Stanley Call 97.5 GXI 21.03.2025
/ DE000MG2F0S1
Morgan Stanley Call 97.5 GXI 21.0.../ DE000MG2F0S1 /
| 2024-05-16 8:21:56 AM |
Chg.0.00 |
Bid10:32:12 AM |
Ask10:32:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.57EUR |
0.00% |
2.63
Bid Size: 40,000 |
2.69
Ask Size: 40,000 |
GERRESHEIMER AG |
97.50 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
MG2F0S |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
97.50 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.38 |
| Parity: |
0.36 |
| Time value: |
2.28 |
| Break-even: |
123.90 |
| Moneyness: |
1.04 |
| Premium: |
0.23 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.06 |
| Spread %: |
2.33% |
| Delta: |
0.66 |
| Theta: |
-0.04 |
| Omega: |
2.53 |
| Rho: |
0.34 |
Quote data
| Open: |
2.57 |
| High: |
2.57 |
| Low: |
2.57 |
| Previous Close: |
2.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.76% |
| 1 Month |
|
|
+7.98% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.57 |
2.38 |
| 1M High / 1M Low: |
2.78 |
2.38 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
