Morgan Stanley Call 94 GXI 21.06.2024
/ DE000ME2S4H6
Morgan Stanley Call 94 GXI 21.06..../ DE000ME2S4H6 /
| 2024-05-31 6:19:22 PM |
Chg.- |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
GERRESHEIMER AG |
94.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
ME2S4H |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
94.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-30 |
| Last trading day: |
2024-06-03 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.40 |
| Parity: |
1.37 |
| Time value: |
0.23 |
| Break-even: |
110.00 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.09 |
| Spread %: |
5.96% |
| Delta: |
0.81 |
| Theta: |
-0.16 |
| Omega: |
5.45 |
| Rho: |
0.03 |
Quote data
| Open: |
1.33 |
| High: |
1.48 |
| Low: |
1.33 |
| Previous Close: |
1.31 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.90% |
| 1 Month |
|
|
+3.50% |
| 3 Months |
|
|
-28.50% |
| YTD |
|
|
+0.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.68 |
1.25 |
| 1M High / 1M Low: |
1.73 |
0.66 |
| 6M High / 6M Low: |
2.21 |
0.66 |
| High (YTD): |
2024-03-06 |
2.21 |
| Low (YTD): |
2024-05-22 |
0.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
528.50% |
| Volatility 6M: |
|
267.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
