Morgan Stanley Call 97.5 GXI 21.03.2025
/ DE000MG2F0S1
Morgan Stanley Call 97.5 GXI 21.0.../ DE000MG2F0S1 /
05/06/2024 18:12:08 |
Chg.-0.03 |
Bid18:21:43 |
Ask18:21:43 |
Underlying |
Strike price |
Expiration date |
Option type |
2.97EUR |
-1.00% |
2.97 Bid Size: 5,000 |
3.06 Ask Size: 5,000 |
GERRESHEIMER AG |
97.50 EUR |
21/03/2025 |
Call |
Master data
WKN: |
MG2F0S |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
GERRESHEIMER AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
97.50 EUR |
Maturity: |
21/03/2025 |
Issue date: |
16/04/2024 |
Last trading day: |
21/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.11 |
Intrinsic value: |
0.92 |
Implied volatility: |
0.69 |
Historic volatility: |
0.40 |
Parity: |
0.92 |
Time value: |
2.16 |
Break-even: |
128.30 |
Moneyness: |
1.09 |
Premium: |
0.20 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.08 |
Spread %: |
2.67% |
Delta: |
0.69 |
Theta: |
-0.04 |
Omega: |
2.40 |
Rho: |
0.34 |
Quote data
Open: |
3.02 |
High: |
3.12 |
Low: |
2.97 |
Previous Close: |
3.00 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.23% |
1 Month |
|
|
+8.39% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.00 |
2.60 |
1M High / 1M Low: |
3.00 |
2.03 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.81 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.62 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
150.63% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |