Morgan Stanley Call 120 RVTY 21.06.2024
/ DE000MB81K45
Morgan Stanley Call 120 RVTY 21.0.../ DE000MB81K45 /
| 2024-05-31 8:49:04 PM |
Chg.+0.018 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.077EUR |
+30.51% |
-
Bid Size: - |
-
Ask Size: - |
Revvity Inc |
120.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
MB81K4 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Revvity Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-28 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
74.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.28 |
| Parity: |
-0.99 |
| Time value: |
0.14 |
| Break-even: |
111.96 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
5.91 |
| Spread abs.: |
0.05 |
| Spread %: |
58.82% |
| Delta: |
0.22 |
| Theta: |
-0.09 |
| Omega: |
16.49 |
| Rho: |
0.01 |
Quote data
| Open: |
0.073 |
| High: |
0.079 |
| Low: |
0.073 |
| Previous Close: |
0.059 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.63% |
| 1 Month |
|
|
-19.79% |
| 3 Months |
|
|
-78.61% |
| YTD |
|
|
-88.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.059 |
| 1M High / 1M Low: |
0.123 |
0.059 |
| 6M High / 6M Low: |
0.850 |
0.059 |
| High (YTD): |
2024-01-09 |
0.850 |
| Low (YTD): |
2024-05-30 |
0.059 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.087 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.326 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.62% |
| Volatility 6M: |
|
207.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
