Morgan Stanley Call 125 GXI 19.12.../  DE000MJ1CH74  /

Stuttgart
11/12/2024  3:28:29 PM Chg.- Bid10:03:30 AM Ask10:03:30 AM Underlying Strike price Expiration date Option type
0.280EUR - 0.270
Bid Size: 50,000
0.280
Ask Size: 50,000
GERRESHEIMER AG 125.00 EUR 12/19/2025 Call
 

Master data

WKN: MJ1CH7
Issuer: Morgan Stanley
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 125.00 EUR
Maturity: 12/19/2025
Issue date: 9/18/2024
Last trading day: 12/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 24.95
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.41
Parity: -5.02
Time value: 0.30
Break-even: 128.00
Moneyness: 0.60
Premium: 0.71
Premium p.a.: 0.63
Spread abs.: 0.03
Spread %: 11.11%
Delta: 0.20
Theta: -0.01
Omega: 4.91
Rho: 0.13
 

Quote data

Open: 0.270
High: 0.280
Low: 0.270
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.15%
1 Month
  -48.15%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.280
1M High / 1M Low: 0.530 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.302
Avg. volume 1W:   0.000
Avg. price 1M:   0.400
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -