Morgan Stanley Call 170 AVAV 20.09.2024
/ DE000ME9S5Z8
Morgan Stanley Call 170 AVAV 20.0.../ DE000ME9S5Z8 /
| 2024-05-17 8:29:11 PM |
Chg.- |
Bid11:14:54 AM |
Ask11:14:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.40EUR |
- |
3.41
Bid Size: 1,000 |
3.49
Ask Size: 1,000 |
AeroVironment Inc |
170.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME9S5Z |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 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: |
5.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.20 |
| Intrinsic value: |
2.19 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.46 |
| Parity: |
2.19 |
| Time value: |
1.28 |
| Break-even: |
191.06 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.08 |
| Spread %: |
2.36% |
| Delta: |
0.73 |
| Theta: |
-0.08 |
| Omega: |
3.76 |
| Rho: |
0.32 |
Quote data
| Open: |
3.42 |
| High: |
3.43 |
| Low: |
3.40 |
| Previous Close: |
3.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.39% |
| 1 Month |
|
|
+193.10% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.40 |
3.08 |
| 1M High / 1M Low: |
3.40 |
1.08 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
