Morgan Stanley Call 115 RVTY 20.09.2024
/ DE000ME4G8Y4
Morgan Stanley Call 115 RVTY 20.0.../ DE000ME4G8Y4 /
| 2024-06-06 8:36:41 PM |
Chg.- |
Bid8:04:18 AM |
Ask8:04:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
- |
0.580
Bid Size: 2,000 |
0.640
Ask Size: 2,000 |
Revvity Inc |
115.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME4G8Y |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Revvity Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 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: |
17.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
-0.47 |
| Time value: |
0.58 |
| Break-even: |
111.56 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.07 |
| Spread %: |
13.73% |
| Delta: |
0.46 |
| Theta: |
-0.04 |
| Omega: |
8.01 |
| Rho: |
0.12 |
Quote data
| Open: |
0.500 |
| High: |
0.560 |
| Low: |
0.500 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.44% |
| 1 Month |
|
|
+55.56% |
| 3 Months |
|
|
-30.00% |
| YTD |
|
|
-52.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.450 |
| 1M High / 1M Low: |
0.660 |
0.340 |
| 6M High / 6M Low: |
1.220 |
0.310 |
| High (YTD): |
2024-01-30 |
1.220 |
| Low (YTD): |
2024-05-03 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.508 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.506 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.710 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.20% |
| Volatility 6M: |
|
154.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
