Morgan Stanley Call 97 GXI 20.09.2024
/ DE000ME2S4N4
Morgan Stanley Call 97 GXI 20.09..../ DE000ME2S4N4 /
| 2024-05-22 9:22:42 PM |
Chg.- |
Bid10:17:43 AM |
Ask10:17:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
- |
1.79
Bid Size: 40,000 |
1.84
Ask Size: 40,000 |
GERRESHEIMER AG |
97.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME2S4N |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
97.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-30 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.38 |
| Parity: |
-0.38 |
| Time value: |
1.16 |
| Break-even: |
108.60 |
| Moneyness: |
0.96 |
| Premium: |
0.17 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.06 |
| Spread %: |
5.45% |
| Delta: |
0.54 |
| Theta: |
-0.06 |
| Omega: |
4.31 |
| Rho: |
0.13 |
Quote data
| Open: |
1.02 |
| High: |
1.16 |
| Low: |
1.02 |
| Previous Close: |
1.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.52% |
| 1 Month |
|
|
-40.86% |
| 3 Months |
|
|
-47.12% |
| YTD |
|
|
-34.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.63 |
1.10 |
| 1M High / 1M Low: |
1.86 |
1.10 |
| 6M High / 6M Low: |
2.34 |
1.10 |
| High (YTD): |
2024-03-06 |
2.34 |
| Low (YTD): |
2024-05-22 |
1.10 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.15% |
| Volatility 6M: |
|
148.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
