Morgan Stanley Call 130 DVA 20.12.../  DE000ME9GNP8  /

Stuttgart
2024-05-24  6:57:20 PM Chg.+0.38 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
1.94EUR +24.36% -
Bid Size: -
-
Ask Size: -
DaVita Inc 130.00 USD 2024-12-20 Call
 

Master data

WKN: ME9GNP
Issuer: Morgan Stanley
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 2024-12-20
Issue date: 2024-03-01
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.42
Leverage: Yes

Calculated values

Fair value: 1.76
Intrinsic value: 0.79
Implied volatility: 0.38
Historic volatility: 0.32
Parity: 0.79
Time value: 1.20
Break-even: 139.75
Moneyness: 1.07
Premium: 0.09
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 1.53%
Delta: 0.67
Theta: -0.04
Omega: 4.30
Rho: 0.38
 

Quote data

Open: 1.87
High: 1.94
Low: 1.87
Previous Close: 1.56
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.73%
1 Month  
+10.23%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.14 1.56
1M High / 1M Low: 2.47 1.56
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.91
Avg. volume 1W:   0.00
Avg. price 1M:   1.96
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   166.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -