Morgan Stanley Call 115 RVTY 20.09.2024
/ DE000ME4G8Y4
Morgan Stanley Call 115 RVTY 20.0.../ DE000ME4G8Y4 /
| 5/31/2024 8:46:48 PM |
Chg.+0.010 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+2.27% |
-
Bid Size: - |
-
Ask Size: - |
Revvity Inc |
115.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME4G8Y |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Revvity Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
12/1/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.28 |
| Parity: |
-0.53 |
| Time value: |
0.56 |
| Break-even: |
111.61 |
| Moneyness: |
0.95 |
| Premium: |
0.11 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.06 |
| Spread %: |
12.00% |
| Delta: |
0.45 |
| Theta: |
-0.04 |
| Omega: |
8.08 |
| Rho: |
0.12 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.450 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.69% |
| 1 Month |
|
|
+12.50% |
| 3 Months |
|
|
-40.79% |
| YTD |
|
|
-61.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.440 |
| 1M High / 1M Low: |
0.660 |
0.310 |
| 6M High / 6M Low: |
1.220 |
0.310 |
| High (YTD): |
1/30/2024 |
1.220 |
| Low (YTD): |
5/3/2024 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.528 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.479 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.712 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.87% |
| Volatility 6M: |
|
153.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
