Morgan Stanley Call 165 CVX 20.09.2024
/ DE000ME22Y63
Morgan Stanley Call 165 CVX 20.09.../ DE000ME22Y63 /
| 2024-05-31 6:59:05 PM |
Chg.+0.038 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+15.70% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
165.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME22Y6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
44.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.18 |
| Parity: |
-0.25 |
| Time value: |
0.34 |
| Break-even: |
155.49 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
0.48 |
| Theta: |
-0.02 |
| Omega: |
21.13 |
| Rho: |
0.21 |
Quote data
| Open: |
0.260 |
| High: |
0.280 |
| Low: |
0.260 |
| Previous Close: |
0.242 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.00% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
+3.70% |
| YTD |
|
|
-3.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.223 |
| 1M High / 1M Low: |
0.380 |
0.223 |
| 6M High / 6M Low: |
0.420 |
0.163 |
| High (YTD): |
2024-04-29 |
0.420 |
| Low (YTD): |
2024-01-22 |
0.163 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.249 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.300 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.278 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.22% |
| Volatility 6M: |
|
133.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
