Morgan Stanley Call 91 GXI 19.12..../  DE000MJ49703  /

Stuttgart
1/10/2025  2:29:26 PM Chg.-0.060 Bid5:30:15 PM Ask5:30:15 PM Underlying Strike price Expiration date Option type
0.570EUR -9.52% 0.540
Bid Size: 7,500
0.560
Ask Size: 7,500
GERRESHEIMER AG 91.00 EUR 12/19/2025 Call
 

Master data

WKN: MJ4970
Issuer: Morgan Stanley
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 91.00 EUR
Maturity: 12/19/2025
Issue date: 11/5/2024
Last trading day: 12/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.58
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.40
Parity: -2.22
Time value: 0.65
Break-even: 97.50
Moneyness: 0.76
Premium: 0.42
Premium p.a.: 0.45
Spread abs.: 0.03
Spread %: 4.84%
Delta: 0.38
Theta: -0.02
Omega: 3.97
Rho: 0.18
 

Quote data

Open: 0.550
High: 0.580
Low: 0.550
Previous Close: 0.630
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.52%
1 Month
  -39.36%
3 Months     -
YTD
  -13.64%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.630 0.610
1M High / 1M Low: 0.970 0.560
6M High / 6M Low: - -
High (YTD): 1/2/2025 0.660
Low (YTD): 1/7/2025 0.610
52W High: - -
52W Low: - -
Avg. price 1W:   0.624
Avg. volume 1W:   0.000
Avg. price 1M:   0.745
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -