Morgan Stanley Call 50 DVN 20.12.2024
/ DE000ME577F7
Morgan Stanley Call 50 DVN 20.12..../ DE000ME577F7 /
| 2024-06-07 4:19:44 PM |
Chg.0.000 |
Bid6:59:27 PM |
Ask6:59:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.126EUR |
0.00% |
0.125
Bid Size: 200,000 |
0.135
Ask Size: 200,000 |
Devon Energy Corp |
50.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME577F |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Devon Energy Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-13 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
32.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.23 |
| Parity: |
-0.30 |
| Time value: |
0.13 |
| Break-even: |
47.25 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
7.20% |
| Delta: |
0.38 |
| Theta: |
-0.01 |
| Omega: |
12.14 |
| Rho: |
0.08 |
Quote data
| Open: |
0.124 |
| High: |
0.126 |
| Low: |
0.124 |
| Previous Close: |
0.126 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.55% |
| 1 Month |
|
|
-42.99% |
| 3 Months |
|
|
-20.25% |
| YTD |
|
|
-26.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.167 |
0.122 |
| 1M High / 1M Low: |
0.221 |
0.122 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-12 |
0.270 |
| Low (YTD): |
2024-01-19 |
0.104 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.136 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.170 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
