Morgan Stanley Call 95 QRVO 20.09.2024
/ DE000ME2RBN0
Morgan Stanley Call 95 QRVO 20.09.../ DE000ME2RBN0 /
| 2024-06-07 6:50:00 PM |
Chg.0.000 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Qorvo Inc |
95.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME2RBN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Qorvo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
0.42 |
| Time value: |
0.60 |
| Break-even: |
98.15 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.03 |
| Spread %: |
3.03% |
| Delta: |
0.65 |
| Theta: |
-0.04 |
| Omega: |
5.84 |
| Rho: |
0.14 |
Quote data
| Open: |
1.010 |
| High: |
1.020 |
| Low: |
0.990 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.57% |
| 1 Month |
|
|
+16.47% |
| 3 Months |
|
|
-61.33% |
| YTD |
|
|
-59.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.840 |
| 1M High / 1M Low: |
1.100 |
0.770 |
| 6M High / 6M Low: |
2.900 |
0.770 |
| High (YTD): |
2024-03-04 |
2.900 |
| Low (YTD): |
2024-05-31 |
0.770 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.930 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.940 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.885 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.97% |
| Volatility 6M: |
|
147.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
