Morgan Stanley Call 95 RVTY 20.09.2024
/ DE000ME39VK5
Morgan Stanley Call 95 RVTY 20.09.../ DE000ME39VK5 /
| 2024-04-30 8:22:36 PM |
Chg.- |
Bid9:53:31 AM |
Ask9:53:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
- |
1.26
Bid Size: 2,000 |
1.31
Ask Size: 2,000 |
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: |
7.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
0.71 |
| Time value: |
0.61 |
| Break-even: |
101.84 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.04 |
| Spread %: |
3.13% |
| Delta: |
0.70 |
| Theta: |
-0.03 |
| Omega: |
5.06 |
| Rho: |
0.21 |
Quote data
| Open: |
1.44 |
| High: |
1.44 |
| Low: |
1.34 |
| Previous Close: |
1.46 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.74% |
| 1 Month |
|
|
+0.75% |
| 3 Months |
|
|
-26.78% |
| YTD |
|
|
-40.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.46 |
1.34 |
| 1M High / 1M Low: |
1.85 |
1.20 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-09 |
2.51 |
| Low (YTD): |
2024-04-18 |
1.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
