Morgan Stanley Call 140 VLO 21.06.2024
/ DE000MD9TQY7
Morgan Stanley Call 140 VLO 21.06.../ DE000MD9TQY7 /
| 2024-05-20 8:52:28 PM |
Chg.- |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.18EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Valero Energy Corpor... |
140.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MD9TQY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Valero Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-10-26 |
| Last trading day: |
2024-05-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
1.15 |
| Historic volatility: |
0.25 |
| Parity: |
0.95 |
| Time value: |
1.28 |
| Break-even: |
162.30 |
| Moneyness: |
1.07 |
| Premium: |
0.09 |
| Premium p.a.: |
2.47 |
| Spread abs.: |
0.02 |
| Spread %: |
0.91% |
| Delta: |
0.65 |
| Theta: |
-0.35 |
| Omega: |
4.34 |
| Rho: |
0.05 |
Quote data
| Open: |
2.41 |
| High: |
2.41 |
| Low: |
2.18 |
| Previous Close: |
2.35 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-17.11% |
| 3 Months |
|
|
+144.94% |
| YTD |
|
|
+215.94% |
| 1 Year |
|
|
+159.52% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.63 |
1.47 |
| 6M High / 6M Low: |
4.21 |
0.44 |
| High (YTD): |
2024-04-05 |
4.21 |
| Low (YTD): |
2024-01-18 |
0.48 |
| 52W High: |
2024-04-05 |
4.21 |
| 52W Low: |
2023-12-12 |
0.44 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.27 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
211.71% |
| Volatility 6M: |
|
178.79% |
| Volatility 1Y: |
|
158.66% |
| Volatility 3Y: |
|
- |
