Morgan Stanley Call 110 RVTY 20.09.2024
/ DE000ME4G8W8
Morgan Stanley Call 110 RVTY 20.0.../ DE000ME4G8W8 /
| 2024-06-07 8:44:38 PM |
Chg.-0.010 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-1.25% |
-
Bid Size: - |
-
Ask Size: - |
Revvity Inc |
110.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME4G8W |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Revvity Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
0.09 |
| Time value: |
0.77 |
| Break-even: |
110.44 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.04 |
| Spread %: |
4.88% |
| Delta: |
0.58 |
| Theta: |
-0.04 |
| Omega: |
6.89 |
| Rho: |
0.14 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.750 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.44% |
| 1 Month |
|
|
+61.22% |
| 3 Months |
|
|
-25.47% |
| YTD |
|
|
-43.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.680 |
| 1M High / 1M Low: |
0.930 |
0.490 |
| 6M High / 6M Low: |
1.440 |
0.440 |
| High (YTD): |
2024-01-30 |
1.440 |
| Low (YTD): |
2024-05-03 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.750 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.736 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.902 |
| Avg. volume 6M: |
|
4.839 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.22% |
| Volatility 6M: |
|
147.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
