Morgan Stanley Call 100 RVTY 21.06.2024
/ DE000ME4G8S6
Morgan Stanley Call 100 RVTY 21.0.../ DE000ME4G8S6 /
| 2024-05-02 9:38:23 AM |
Chg.-0.080 |
Bid2:16:46 PM |
Ask2:16:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-12.12% |
0.580
Bid Size: 2,000 |
0.630
Ask Size: 2,000 |
Revvity Inc |
100.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME4G8S |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Revvity Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.29 |
| Parity: |
0.24 |
| Time value: |
0.40 |
| Break-even: |
99.71 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.04 |
| Spread %: |
6.67% |
| Delta: |
0.62 |
| Theta: |
-0.05 |
| Omega: |
9.28 |
| Rho: |
0.07 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.31% |
| 1 Month |
|
|
-19.44% |
| 3 Months |
|
|
-53.60% |
| YTD |
|
|
-66.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.660 |
| 1M High / 1M Low: |
1.220 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-10 |
1.770 |
| Low (YTD): |
2024-04-18 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.703 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.782 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
