Morgan Stanley Call 160 AVAV 20.09.2024
/ DE000ME9S5Y1
Morgan Stanley Call 160 AVAV 20.0.../ DE000ME9S5Y1 /
| 2024-05-17 8:29:11 PM |
Chg.- |
Bid10:47:42 AM |
Ask10:47:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.04EUR |
- |
4.03
Bid Size: 1,000 |
4.11
Ask Size: 1,000 |
AeroVironment Inc |
160.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME9S5Y |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.83 |
| Intrinsic value: |
3.11 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.46 |
| Parity: |
3.11 |
| Time value: |
1.01 |
| Break-even: |
188.36 |
| Moneyness: |
1.21 |
| Premium: |
0.06 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.08 |
| Spread %: |
1.98% |
| Delta: |
0.79 |
| Theta: |
-0.08 |
| Omega: |
3.41 |
| Rho: |
0.33 |
Quote data
| Open: |
4.06 |
| High: |
4.07 |
| Low: |
4.04 |
| Previous Close: |
3.98 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.49% |
| 1 Month |
|
|
+172.97% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.04 |
3.69 |
| 1M High / 1M Low: |
4.04 |
1.41 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
