Morgan Stanley Call 91 GXI 20.09.2024
/ DE000ME3VJY0
Morgan Stanley Call 91 GXI 20.09..../ DE000ME3VJY0 /
| 2024-05-22 9:16:53 PM |
Chg.- |
Bid10:21:18 AM |
Ask10:21:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
- |
2.22
Bid Size: 40,000 |
2.28
Ask Size: 40,000 |
GERRESHEIMER AG |
91.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME3VJY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
91.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-17 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.38 |
| Parity: |
0.22 |
| Time value: |
1.23 |
| Break-even: |
105.50 |
| Moneyness: |
1.02 |
| Premium: |
0.13 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.06 |
| Spread %: |
4.32% |
| Delta: |
0.61 |
| Theta: |
-0.06 |
| Omega: |
3.92 |
| Rho: |
0.14 |
Quote data
| Open: |
1.29 |
| High: |
1.43 |
| Low: |
1.29 |
| Previous Close: |
1.66 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.12% |
| 1 Month |
|
|
-37.95% |
| 3 Months |
|
|
-43.72% |
| YTD |
|
|
-29.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.11 |
1.39 |
| 1M High / 1M Low: |
2.25 |
1.39 |
| 6M High / 6M Low: |
2.77 |
1.36 |
| High (YTD): |
2024-03-06 |
2.77 |
| Low (YTD): |
2024-02-08 |
1.36 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.94% |
| Volatility 6M: |
|
141.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
