Morgan Stanley Call 95 RVTY 21.06.2024
/ DE000ME39VL3
Morgan Stanley Call 95 RVTY 21.06.../ DE000ME39VL3 /
| 2024-05-17 9:19:23 PM |
Chg.+0.15 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
+11.11% |
-
Bid Size: - |
-
Ask Size: - |
Revvity Inc |
95.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME39VL |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Revvity Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-08 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.28 |
| Parity: |
1.40 |
| Time value: |
0.14 |
| Break-even: |
102.81 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.04 |
| Spread %: |
2.67% |
| Delta: |
0.87 |
| Theta: |
-0.05 |
| Omega: |
5.70 |
| Rho: |
0.07 |
Quote data
| Open: |
1.35 |
| High: |
1.51 |
| Low: |
1.35 |
| Previous Close: |
1.35 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.36% |
| 1 Month |
|
|
+74.42% |
| 3 Months |
|
|
+7.14% |
| YTD |
|
|
-27.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.11 |
| 1M High / 1M Low: |
1.50 |
0.79 |
| 6M High / 6M Low: |
2.29 |
0.71 |
| High (YTD): |
2024-01-09 |
2.29 |
| Low (YTD): |
2024-05-03 |
0.79 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.09% |
| Volatility 6M: |
|
155.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
