Morgan Stanley Call 130 AVAV 21.06.2024
/ DE000ME557D4
Morgan Stanley Call 130 AVAV 21.0.../ DE000ME557D4 /
| 2024-05-20 8:19:48 AM |
Chg.-0.01 |
Bid1:24:34 PM |
Ask1:24:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.96EUR |
-0.17% |
5.97
Bid Size: 1,000 |
6.06
Ask Size: 1,000 |
AeroVironment Inc |
130.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME557D |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.91 |
| Intrinsic value: |
5.87 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.46 |
| Parity: |
5.87 |
| Time value: |
0.17 |
| Break-even: |
179.97 |
| Moneyness: |
1.49 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.08 |
| Spread %: |
1.34% |
| Delta: |
0.94 |
| Theta: |
-0.10 |
| Omega: |
2.79 |
| Rho: |
0.09 |
Quote data
| Open: |
5.96 |
| High: |
5.96 |
| Low: |
5.96 |
| Previous Close: |
5.97 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.78% |
| 1 Month |
|
|
+164.89% |
| 3 Months |
|
|
+540.86% |
| YTD |
|
|
+405.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.00 |
5.53 |
| 1M High / 1M Low: |
6.00 |
2.18 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-14 |
6.00 |
| Low (YTD): |
2024-02-01 |
0.79 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.17 |
| Avg. volume 1M: |
|
21.05 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
