Morgan Stanley Call 135 GXI 20.09.../  DE000ME10YB9  /

Stuttgart
2024-06-07  6:13:41 PM Chg.-0.100 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.600EUR -14.29% -
Bid Size: -
-
Ask Size: -
GERRESHEIMER AG 135.00 EUR 2024-09-20 Call
 

Master data

WKN: ME10YB
Issuer: Morgan Stanley
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 135.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-22
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.35
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.40
Parity: -2.71
Time value: 0.66
Break-even: 141.60
Moneyness: 0.80
Premium: 0.31
Premium p.a.: 1.60
Spread abs.: 0.06
Spread %: 10.00%
Delta: 0.33
Theta: -0.07
Omega: 5.31
Rho: 0.08
 

Quote data

Open: 0.600
High: 0.610
Low: 0.600
Previous Close: 0.700
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -10.45%
3 Months     0.00%
YTD
  -17.81%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.600
1M High / 1M Low: 0.720 0.570
6M High / 6M Low: 0.840 0.480
High (YTD): 2024-04-10 0.840
Low (YTD): 2024-03-26 0.480
52W High: - -
52W Low: - -
Avg. price 1W:   0.670
Avg. volume 1W:   0.000
Avg. price 1M:   0.652
Avg. volume 1M:   0.000
Avg. price 6M:   0.658
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.61%
Volatility 6M:   127.17%
Volatility 1Y:   -
Volatility 3Y:   -