Morgan Stanley Call 215 CHV 20.06.2025
/ DE000ME0FKD1
Morgan Stanley Call 215 CHV 20.06.../ DE000ME0FKD1 /
| 2024-06-07 3:12:31 PM |
Chg.+0.001 |
Bid5:01:27 PM |
Ask5:01:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+0.92% |
0.122
Bid Size: 125,000 |
0.132
Ask Size: 125,000 |
CHEVRON CORP. D... |
215.00 - |
2025-06-20 |
Call |
Master data
| WKN: |
ME0FKD |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
215.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
117.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
-7.18 |
| Time value: |
0.12 |
| Break-even: |
216.22 |
| Moneyness: |
0.67 |
| Premium: |
0.51 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.01 |
| Spread %: |
8.93% |
| Delta: |
0.08 |
| Theta: |
-0.01 |
| Omega: |
9.82 |
| Rho: |
0.11 |
Quote data
| Open: |
0.112 |
| High: |
0.112 |
| Low: |
0.110 |
| Previous Close: |
0.109 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.38% |
| 1 Month |
|
|
-44.44% |
| 3 Months |
|
|
-34.91% |
| YTD |
|
|
-59.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.158 |
0.109 |
| 1M High / 1M Low: |
0.207 |
0.109 |
| 6M High / 6M Low: |
0.310 |
0.109 |
| High (YTD): |
2024-04-29 |
0.300 |
| Low (YTD): |
2024-06-06 |
0.109 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.127 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.157 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.209 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.16% |
| Volatility 6M: |
|
137.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
