Morgan Stanley Call 165 CVX 21.06.2024
/ DE000ME22KA5
Morgan Stanley Call 165 CVX 21.06.../ DE000ME22KA5 /
| 2024-05-02 12:20:29 PM |
Chg.-0.056 |
Bid3:34:12 PM |
Ask3:34:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.194EUR |
-22.40% |
0.209
Bid Size: 100,000 |
0.216
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: |
67.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.19 |
| Parity: |
-0.50 |
| Time value: |
0.22 |
| Break-even: |
156.17 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
3.27% |
| Delta: |
0.35 |
| Theta: |
-0.04 |
| Omega: |
23.48 |
| Rho: |
0.07 |
Quote data
| Open: |
0.194 |
| High: |
0.194 |
| Low: |
0.194 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.38% |
| 1 Month |
|
|
-18.14% |
| 3 Months |
|
|
+4.86% |
| YTD |
|
|
-14.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.250 |
| 1M High / 1M Low: |
0.360 |
0.176 |
| 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: |
|
0.320 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.265 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.200 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.32% |
| Volatility 6M: |
|
198.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
