Morgan Stanley Call 95 RVTY 20.09.2024
/ DE000ME39VK5
Morgan Stanley Call 95 RVTY 20.09.../ DE000ME39VK5 /
| 2024-05-31 8:50:26 PM |
Chg.-0.02 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
-1.27% |
-
Bid Size: - |
-
Ask Size: - |
Revvity Inc |
95.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME39VK |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Revvity Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
1.31 |
| Time value: |
0.43 |
| Break-even: |
104.97 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.06 |
| Spread %: |
3.57% |
| Delta: |
0.78 |
| Theta: |
-0.04 |
| Omega: |
4.52 |
| Rho: |
0.19 |
Quote data
| Open: |
1.61 |
| High: |
1.61 |
| Low: |
1.55 |
| Previous Close: |
1.57 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.10% |
| 1 Month |
|
|
+24.00% |
| 3 Months |
|
|
-15.76% |
| YTD |
|
|
-31.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.92 |
1.55 |
| 1M High / 1M Low: |
1.97 |
1.14 |
| 6M High / 6M Low: |
2.51 |
1.07 |
| High (YTD): |
2024-01-09 |
2.51 |
| Low (YTD): |
2024-05-03 |
1.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.30% |
| Volatility 6M: |
|
118.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
