Morgan Stanley Call 76 GXI 20.06..../  DE000MJ496H1  /

Stuttgart
1/24/2025  5:20:48 PM Chg.+0.010 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.380EUR +2.70% -
Bid Size: -
-
Ask Size: -
GERRESHEIMER AG 76.00 EUR 6/20/2025 Call
 

Master data

WKN: MJ496H
Issuer: Morgan Stanley
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 76.00 EUR
Maturity: 6/20/2025
Issue date: 11/5/2024
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.82
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.40
Parity: -1.12
Time value: 0.41
Break-even: 80.10
Moneyness: 0.85
Premium: 0.24
Premium p.a.: 0.70
Spread abs.: 0.03
Spread %: 7.89%
Delta: 0.36
Theta: -0.03
Omega: 5.75
Rho: 0.08
 

Quote data

Open: 0.400
High: 0.440
Low: 0.380
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.15%
1 Month
  -44.12%
3 Months     -
YTD
  -45.71%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.400 0.370
1M High / 1M Low: 0.730 0.370
6M High / 6M Low: - -
High (YTD): 1/2/2025 0.650
Low (YTD): 1/23/2025 0.370
52W High: - -
52W Low: - -
Avg. price 1W:   0.386
Avg. volume 1W:   0.000
Avg. price 1M:   0.522
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -