Morgan Stanley Call 100 RVTY 20.09.2024
/ DE000ME4G8T4
Morgan Stanley Call 100 RVTY 20.0.../ DE000ME4G8T4 /
| 2024-06-10 9:48:25 AM |
Chg.+0.02 |
Bid11:50:05 AM |
Ask11:50:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
+1.42% |
1.40
Bid Size: 2,000 |
1.50
Ask Size: 2,000 |
Revvity Inc |
100.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME4G8T |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Revvity Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.28 |
| Parity: |
1.01 |
| Time value: |
0.49 |
| Break-even: |
107.77 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.05 |
| Spread %: |
3.45% |
| Delta: |
0.74 |
| Theta: |
-0.04 |
| Omega: |
5.07 |
| Rho: |
0.17 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
+33.64% |
| 3 Months |
|
|
-12.27% |
| YTD |
|
|
-26.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.41 |
1.28 |
| 1M High / 1M Low: |
1.58 |
1.07 |
| 6M High / 6M Low: |
2.00 |
0.86 |
| High (YTD): |
2024-01-10 |
2.00 |
| Low (YTD): |
2024-05-03 |
0.86 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.08% |
| Volatility 6M: |
|
129.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
