Morgan Stanley Call 101 GXI 20.09.2024
/ DE000ME2QZ76
Morgan Stanley Call 101 GXI 20.09.../ DE000ME2QZ76 /
| 2024-05-22 9:20:38 PM |
Chg.- |
Bid8:32:49 AM |
Ask8:32:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
- |
1.020
Bid Size: 5,000 |
1.180
Ask Size: 5,000 |
GERRESHEIMER AG |
101.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME2QZ7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
101.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.38 |
| Parity: |
-0.78 |
| Time value: |
1.01 |
| Break-even: |
111.10 |
| Moneyness: |
0.92 |
| Premium: |
0.19 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.06 |
| Spread %: |
6.32% |
| Delta: |
0.49 |
| Theta: |
-0.06 |
| Omega: |
4.51 |
| Rho: |
0.12 |
Quote data
| Open: |
0.900 |
| High: |
1.010 |
| Low: |
0.900 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.93% |
| 1 Month |
|
|
-41.72% |
| 3 Months |
|
|
-48.65% |
| YTD |
|
|
-37.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.460 |
0.950 |
| 1M High / 1M Low: |
1.630 |
0.950 |
| 6M High / 6M Low: |
2.080 |
0.950 |
| High (YTD): |
2024-03-06 |
2.080 |
| Low (YTD): |
2024-05-22 |
0.950 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.204 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.419 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.428 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.38% |
| Volatility 6M: |
|
151.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
