Morgan Stanley Call 94 GXI 20.09.2024
/ DE000ME2S4G8
Morgan Stanley Call 94 GXI 20.09..../ DE000ME2S4G8 /
| 2024-06-04 5:17:11 PM |
Chg.-0.03 |
Bid6:47:15 PM |
Ask6:47:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.22EUR |
-1.33% |
2.23
Bid Size: 5,000 |
2.30
Ask Size: 5,000 |
GERRESHEIMER AG |
94.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME2S4G |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
94.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-30 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.40 |
| Parity: |
1.37 |
| Time value: |
0.96 |
| Break-even: |
117.30 |
| Moneyness: |
1.15 |
| Premium: |
0.09 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.06 |
| Spread %: |
2.64% |
| Delta: |
0.72 |
| Theta: |
-0.07 |
| Omega: |
3.33 |
| Rho: |
0.16 |
Quote data
| Open: |
2.22 |
| High: |
2.22 |
| Low: |
2.18 |
| Previous Close: |
2.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.91% |
| 1 Month |
|
|
+11.56% |
| 3 Months |
|
|
-6.72% |
| YTD |
|
|
+21.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.25 |
1.86 |
| 1M High / 1M Low: |
2.25 |
1.23 |
| 6M High / 6M Low: |
2.55 |
1.22 |
| High (YTD): |
2024-03-06 |
2.55 |
| Low (YTD): |
2024-02-08 |
1.22 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.44% |
| Volatility 6M: |
|
173.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
