Morgan Stanley Call 92 GXI 20.09.2024
/ DE000ME3VK18
Morgan Stanley Call 92 GXI 20.09..../ DE000ME3VK18 /
| 2024-05-22 9:16:55 PM |
Chg.- |
Bid9:40:31 AM |
Ask9:40:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.33EUR |
- |
2.32
Bid Size: 40,000 |
2.37
Ask Size: 40,000 |
GERRESHEIMER AG |
92.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME3VK1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-17 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.38 |
| Parity: |
0.12 |
| Time value: |
1.27 |
| Break-even: |
105.90 |
| Moneyness: |
1.01 |
| Premium: |
0.14 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.06 |
| Spread %: |
4.51% |
| Delta: |
0.60 |
| Theta: |
-0.06 |
| Omega: |
4.01 |
| Rho: |
0.14 |
Quote data
| Open: |
1.24 |
| High: |
1.38 |
| Low: |
1.24 |
| Previous Close: |
1.60 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.48% |
| 1 Month |
|
|
-38.71% |
| 3 Months |
|
|
-44.58% |
| YTD |
|
|
-31.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.33 |
| 1M High / 1M Low: |
2.19 |
1.33 |
| 6M High / 6M Low: |
2.70 |
1.31 |
| High (YTD): |
2024-03-06 |
2.70 |
| Low (YTD): |
2024-02-08 |
1.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.51% |
| Volatility 6M: |
|
143.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
