Morgan Stanley Call 107 GXI 20.09.2024
/ DE000ME2MNC9
Morgan Stanley Call 107 GXI 20.09.../ DE000ME2MNC9 /
| 2024-05-30 2:26:08 PM |
Chg.+0.06 |
Bid3:39:01 PM |
Ask3:39:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.24EUR |
+5.08% |
1.20
Bid Size: 40,000 |
1.26
Ask Size: 40,000 |
GERRESHEIMER AG |
107.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME2MNC |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
107.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-26 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.40 |
| Parity: |
-0.47 |
| Time value: |
1.26 |
| Break-even: |
119.60 |
| Moneyness: |
0.96 |
| Premium: |
0.17 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.08 |
| Spread %: |
6.78% |
| Delta: |
0.53 |
| Theta: |
-0.07 |
| Omega: |
4.31 |
| Rho: |
0.13 |
Quote data
| Open: |
1.22 |
| High: |
1.24 |
| Low: |
1.22 |
| Previous Close: |
1.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.13% |
| 1 Month |
|
|
-0.80% |
| 3 Months |
|
|
-25.75% |
| YTD |
|
|
-2.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.43 |
1.18 |
| 1M High / 1M Low: |
1.43 |
0.79 |
| 6M High / 6M Low: |
1.73 |
0.79 |
| High (YTD): |
2024-03-06 |
1.73 |
| Low (YTD): |
2024-05-22 |
0.79 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.81% |
| Volatility 6M: |
|
178.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
