Morgan Stanley Call 97 GXI 20.09.2024
/ DE000ME2S4N4
Morgan Stanley Call 97 GXI 20.09..../ DE000ME2S4N4 /
| 2024-06-04 2:10:02 PM |
Chg.-0.07 |
Bid4:47:18 PM |
Ask4:47:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.96EUR |
-3.45% |
2.00
Bid Size: 40,000 |
2.06
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: |
5.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.40 |
| Parity: |
1.07 |
| Time value: |
1.04 |
| Break-even: |
118.10 |
| Moneyness: |
1.11 |
| Premium: |
0.10 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.06 |
| Spread %: |
2.93% |
| Delta: |
0.69 |
| Theta: |
-0.07 |
| Omega: |
3.53 |
| Rho: |
0.16 |
Quote data
| Open: |
2.00 |
| High: |
2.00 |
| Low: |
1.96 |
| Previous Close: |
2.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.00% |
| 1 Month |
|
|
+9.50% |
| 3 Months |
|
|
-10.09% |
| YTD |
|
|
+17.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.67 |
| 1M High / 1M Low: |
2.03 |
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: |
|
1.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.05% |
| Volatility 6M: |
|
177.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
