Morgan Stanley Call 90 RVTY 20.09.2024
/ DE000ME3PJD6
Morgan Stanley Call 90 RVTY 20.09.../ DE000ME3PJD6 /
| 2024-05-17 8:52:14 PM |
Chg.+0.13 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.14EUR |
+6.47% |
-
Bid Size: - |
-
Ask Size: - |
Revvity Inc |
90.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME3PJD |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Revvity Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.04 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.28 |
| Parity: |
1.86 |
| Time value: |
0.36 |
| Break-even: |
105.01 |
| Moneyness: |
1.22 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
2.78% |
| Delta: |
0.84 |
| Theta: |
-0.03 |
| Omega: |
3.82 |
| Rho: |
0.21 |
Quote data
| Open: |
2.01 |
| High: |
2.14 |
| Low: |
2.01 |
| Previous Close: |
2.01 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.22% |
| 1 Month |
|
|
+29.70% |
| 3 Months |
|
|
+13.23% |
| YTD |
|
|
-18.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.14 |
1.78 |
| 1M High / 1M Low: |
2.14 |
1.49 |
| 6M High / 6M Low: |
2.80 |
1.10 |
| High (YTD): |
2024-01-09 |
2.80 |
| Low (YTD): |
2024-05-03 |
1.49 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.14% |
| Volatility 6M: |
|
110.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
