Morgan Stanley Call 47.5 DVN 20.09.2024
/ DE000ME261H4
Morgan Stanley Call 47.5 DVN 20.0.../ DE000ME261H4 /
| 2024-05-31 8:18:18 PM |
Chg.+0.046 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.199EUR |
+30.07% |
-
Bid Size: - |
-
Ask Size: - |
Devon Energy Corp |
47.50 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME261H |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Devon Energy Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.50 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
21.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.24 |
| Parity: |
0.15 |
| Time value: |
0.07 |
| Break-even: |
45.93 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
4.37% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
17.49 |
| Rho: |
0.11 |
Quote data
| Open: |
0.159 |
| High: |
0.199 |
| Low: |
0.159 |
| Previous Close: |
0.153 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.17% |
| 1 Month |
|
|
-26.30% |
| 3 Months |
|
|
+34.46% |
| YTD |
|
|
+8.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.199 |
0.142 |
| 1M High / 1M Low: |
0.270 |
0.142 |
| 6M High / 6M Low: |
0.320 |
0.105 |
| High (YTD): |
2024-04-12 |
0.320 |
| Low (YTD): |
2024-01-18 |
0.105 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.173 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.218 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.191 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.24% |
| Volatility 6M: |
|
105.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
