Morgan Stanley Call 81 GXI 20.09.2024
/ DE000ME3Y5Z6
Morgan Stanley Call 81 GXI 20.09..../ DE000ME3Y5Z6 /
| 28/05/2024 10:20:09 |
Chg.+0.04 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.24EUR |
+1.25% |
-
Bid Size: - |
-
Ask Size: - |
GERRESHEIMER AG |
81.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
ME3Y5Z |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
81.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
20/11/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.68 |
| Intrinsic value: |
2.48 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.40 |
| Parity: |
2.48 |
| Time value: |
0.79 |
| Break-even: |
113.70 |
| Moneyness: |
1.31 |
| Premium: |
0.07 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.07 |
| Spread %: |
2.19% |
| Delta: |
0.80 |
| Theta: |
-0.06 |
| Omega: |
2.58 |
| Rho: |
0.16 |
Quote data
| Open: |
3.24 |
| High: |
3.24 |
| Low: |
3.24 |
| Previous Close: |
3.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.13% |
| 1 Month |
|
|
+14.89% |
| 3 Months |
|
|
-3.86% |
| YTD |
|
|
+25.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.36 |
2.05 |
| 1M High / 1M Low: |
3.36 |
2.05 |
| 6M High / 6M Low: |
3.63 |
1.87 |
| High (YTD): |
06/03/2024 |
3.63 |
| Low (YTD): |
17/01/2024 |
1.92 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.64 |
| Avg. volume 6M: |
|
.66 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.04% |
| Volatility 6M: |
|
140.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
