Morgan Stanley Call 140 AVAV 21.06.2024
/ DE000ME557E2
Morgan Stanley Call 140 AVAV 21.0.../ DE000ME557E2 /
| 2024-05-31 8:14:14 PM |
Chg.-0.03 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.57EUR |
-0.54% |
-
Bid Size: - |
-
Ask Size: - |
AeroVironment Inc |
140.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME557E |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 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: |
3.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.76 |
| Intrinsic value: |
5.73 |
| Implied volatility: |
1.12 |
| Historic volatility: |
0.43 |
| Parity: |
5.73 |
| Time value: |
0.17 |
| Break-even: |
188.05 |
| Moneyness: |
1.44 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.09 |
| Spread %: |
1.55% |
| Delta: |
0.94 |
| Theta: |
-0.16 |
| Omega: |
2.96 |
| Rho: |
0.06 |
Quote data
| Open: |
5.74 |
| High: |
5.74 |
| Low: |
5.57 |
| Previous Close: |
5.60 |
| Turnover: |
1,229.04 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+145.37% |
| 3 Months |
|
|
+684.51% |
| YTD |
|
|
+587.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.60 |
5.48 |
| 1M High / 1M Low: |
5.60 |
2.47 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-30 |
5.60 |
| Low (YTD): |
2024-02-01 |
0.49 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.55 |
| Avg. volume 1W: |
|
43.20 |
| Avg. price 1M: |
|
4.77 |
| Avg. volume 1M: |
|
9.82 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
