Morgan Stanley Call 110 RVTY 20.1.../  DE000ME6HKT0  /

Stuttgart
2024-05-31  9:14:17 PM Chg.+0.120 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.960EUR +14.29% -
Bid Size: -
-
Ask Size: -
Revvity Inc 110.00 USD 2024-12-20 Call
 

Master data

WKN: ME6HKT
Issuer: Morgan Stanley
Currency: EUR
Underlying: Revvity Inc
Type: Warrant
Option type: Call
Strike price: 110.00 USD
Maturity: 2024-12-20
Issue date: 2024-01-05
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.24
Leverage: Yes

Calculated values

Fair value: 0.91
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.28
Parity: -0.07
Time value: 1.09
Break-even: 112.30
Moneyness: 0.99
Premium: 0.12
Premium p.a.: 0.22
Spread abs.: 0.05
Spread %: 4.81%
Delta: 0.57
Theta: -0.03
Omega: 5.29
Rho: 0.26
 

Quote data

Open: 1.000
High: 1.010
Low: 0.960
Previous Close: 0.840
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.95%
1 Month  
+21.52%
3 Months
  -18.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.200 0.840
1M High / 1M Low: 1.240 0.720
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.980
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -