Morgan Stanley Call 68 GXI 20.06..../  DE000MJ51758  /

Stuttgart
1/10/2025  3:07:53 PM Chg.-0.090 Bid4:47:52 PM Ask4:47:52 PM Underlying Strike price Expiration date Option type
0.870EUR -9.38% 0.860
Bid Size: 50,000
0.870
Ask Size: 50,000
GERRESHEIMER AG 68.00 EUR 6/20/2025 Call
 

Master data

WKN: MJ5175
Issuer: Morgan Stanley
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 68.00 EUR
Maturity: 6/20/2025
Issue date: 11/15/2024
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.95
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.08
Implied volatility: 0.50
Historic volatility: 0.40
Parity: 0.08
Time value: 0.91
Break-even: 77.90
Moneyness: 1.01
Premium: 0.13
Premium p.a.: 0.33
Spread abs.: 0.03
Spread %: 3.13%
Delta: 0.59
Theta: -0.03
Omega: 4.13
Rho: 0.14
 

Quote data

Open: 0.910
High: 0.920
Low: 0.870
Previous Close: 0.960
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.31%
1 Month
  -48.21%
3 Months     -
YTD
  -20.91%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.970 0.940
1M High / 1M Low: 1.680 0.940
6M High / 6M Low: - -
High (YTD): 1/2/2025 1.030
Low (YTD): 1/6/2025 0.940
52W High: - -
52W Low: - -
Avg. price 1W:   0.962
Avg. volume 1W:   0.000
Avg. price 1M:   1.256
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -