Morgan Stanley Call 125 CVX 20.09.2024
/ DE000ME22K10
Morgan Stanley Call 125 CVX 20.09.../ DE000ME22K10 /
| 2024-06-06 12:49:33 PM |
Chg.-0.010 |
Bid3:57:57 PM |
Ask3:57:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-1.15% |
0.860
Bid Size: 125,000 |
0.870
Ask Size: 125,000 |
Chevron Corporation |
125.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME22K1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
16.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.88 |
| Intrinsic value: |
2.76 |
| Implied volatility: |
- |
| Historic volatility: |
0.18 |
| Parity: |
2.76 |
| Time value: |
-1.89 |
| Break-even: |
123.65 |
| Moneyness: |
1.24 |
| Premium: |
-0.13 |
| Premium p.a.: |
-0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
1.16% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.15% |
| 1 Month |
|
|
-1.15% |
| 3 Months |
|
|
+13.16% |
| YTD |
|
|
+19.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.860 |
| 1M High / 1M Low: |
0.890 |
0.860 |
| 6M High / 6M Low: |
0.890 |
0.630 |
| High (YTD): |
2024-05-20 |
0.890 |
| Low (YTD): |
2024-01-19 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.870 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.877 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.788 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
13.64% |
| Volatility 6M: |
|
30.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
