Morgan Stanley Call 108 GXI 20.09.2024
/ DE000ME2MNE5
Morgan Stanley Call 108 GXI 20.09.../ DE000ME2MNE5 /
| 2024-05-22 9:20:01 PM |
Chg.- |
Bid9:36:28 AM |
Ask9:36:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
- |
1.270
Bid Size: 40,000 |
1.340
Ask Size: 40,000 |
GERRESHEIMER AG |
108.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME2MNE |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
108.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-26 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.38 |
| Parity: |
-1.48 |
| Time value: |
0.83 |
| Break-even: |
116.30 |
| Moneyness: |
0.86 |
| Premium: |
0.25 |
| Premium p.a.: |
0.96 |
| Spread abs.: |
0.06 |
| Spread %: |
7.79% |
| Delta: |
0.42 |
| Theta: |
-0.06 |
| Omega: |
4.71 |
| Rho: |
0.10 |
Quote data
| Open: |
0.720 |
| High: |
0.810 |
| Low: |
0.720 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.00% |
| 1 Month |
|
|
-41.22% |
| 3 Months |
|
|
-49.01% |
| YTD |
|
|
-37.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.770 |
| 1M High / 1M Low: |
1.310 |
0.770 |
| 6M High / 6M Low: |
1.670 |
0.770 |
| High (YTD): |
2024-03-06 |
1.670 |
| Low (YTD): |
2024-05-22 |
0.770 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.942 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.125 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.152 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.87% |
| Volatility 6M: |
|
152.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
