Morgan Stanley Call 100 RVTY 21.06.2024
/ DE000ME4G8S6
Morgan Stanley Call 100 RVTY 21.0.../ DE000ME4G8S6 /
| 5/31/2024 8:46:48 PM |
Chg.- |
Bid8:00:05 PM |
Ask8:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Revvity Inc |
100.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
ME4G8S |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Revvity Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
12/1/2023 |
| Last trading day: |
6/3/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
1.13 |
| Historic volatility: |
0.28 |
| Parity: |
0.27 |
| Time value: |
0.74 |
| Break-even: |
110.10 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
6.07 |
| Spread abs.: |
0.04 |
| Spread %: |
4.12% |
| Delta: |
0.59 |
| Theta: |
-0.33 |
| Omega: |
6.04 |
| Rho: |
0.02 |
Quote data
| Open: |
0.900 |
| High: |
0.930 |
| Low: |
0.860 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+50.88% |
| 3 Months |
|
|
-35.82% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.290 |
0.570 |
| 6M High / 6M Low: |
1.770 |
0.480 |
| High (YTD): |
1/10/2024 |
1.770 |
| Low (YTD): |
5/3/2024 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.997 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.107 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.99% |
| Volatility 6M: |
|
178.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
