Morgan Stanley Call 95 GXI 20.09.2024
/ DE000ME2S4J2
Morgan Stanley Call 95 GXI 20.09..../ DE000ME2S4J2 /
| 2024-05-30 11:21:52 AM |
Chg.+0.10 |
Bid11:57:34 AM |
Ask11:57:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.90EUR |
+5.56% |
1.88
Bid Size: 40,000 |
1.94
Ask Size: 40,000 |
GERRESHEIMER AG |
95.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME2S4J |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-30 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.40 |
| Parity: |
0.73 |
| Time value: |
1.17 |
| Break-even: |
114.00 |
| Moneyness: |
1.08 |
| Premium: |
0.11 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.08 |
| Spread %: |
4.40% |
| Delta: |
0.66 |
| Theta: |
-0.07 |
| Omega: |
3.56 |
| Rho: |
0.15 |
Quote data
| Open: |
1.90 |
| High: |
1.90 |
| Low: |
1.90 |
| Previous Close: |
1.80 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.04% |
| 1 Month |
|
|
+1.06% |
| 3 Months |
|
|
-21.49% |
| YTD |
|
|
+7.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.17 |
1.80 |
| 1M High / 1M Low: |
2.17 |
1.18 |
| 6M High / 6M Low: |
2.48 |
1.18 |
| High (YTD): |
2024-03-06 |
2.48 |
| Low (YTD): |
2024-05-22 |
1.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.42% |
| Volatility 6M: |
|
175.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
