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Morgan Stanley Call 165 CVX 21.06.../  DE000ME22KA5  /

Stuttgart
2024-05-22  1:36:02 PM Chg.-0.010 Bid5:15:43 PM Ask5:15:43 PM Underlying Strike price Expiration date Option type
0.115EUR -8.00% 0.077
Bid Size: 100,000		 0.080
Ask Size: 100,000		 Chevron Corporation 165.00 USD 2024-06-21 Call
 

Master data

WKN: ME22KA
Issuer: Morgan Stanley
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 165.00 USD
Maturity: 2024-06-21
Issue date: 2023-10-13
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 122.82
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.18
Parity: -0.46
Time value: 0.12
Break-even: 153.22
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.60
Spread abs.: 0.00
Spread %: 2.56%
Delta: 0.28
Theta: -0.04
Omega: 34.99
Rho: 0.03
 

Quote data

Open: 0.116
High: 0.116
Low: 0.115
Previous Close: 0.125
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.11%
1 Month
  -58.93%
3 Months
  -52.08%
YTD
  -49.12%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.199 0.125
1M High / 1M Low: 0.360 0.125
6M High / 6M Low: 0.360 0.102
High (YTD): 2024-04-29 0.360
Low (YTD): 2024-01-23 0.102
52W High: - -
52W Low: - -
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.236
Avg. volume 1M:   0.000
Avg. price 6M:   0.200
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   302.93%
Volatility 6M:   220.08%
Volatility 1Y:   -
Volatility 3Y:   -