Morgan Stanley Call 125 RVTY 20.09.2024
/ DE000ME2RB08
Morgan Stanley Call 125 RVTY 20.0.../ DE000ME2RB08 /
| 2024-05-31 6:59:42 PM |
Chg.+0.053 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+28.34% |
-
Bid Size: - |
-
Ask Size: - |
Revvity Inc |
125.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME2RB0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Revvity Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
-1.45 |
| Time value: |
0.30 |
| Break-even: |
118.22 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.04 |
| Spread %: |
15.38% |
| Delta: |
0.28 |
| Theta: |
-0.03 |
| Omega: |
9.52 |
| Rho: |
0.08 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.187 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.58% |
| 1 Month |
|
|
+10.60% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
-70.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.187 |
| 1M High / 1M Low: |
0.340 |
0.179 |
| 6M High / 6M Low: |
0.920 |
0.179 |
| High (YTD): |
2024-01-09 |
0.920 |
| Low (YTD): |
2024-05-06 |
0.179 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.255 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.242 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.459 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.88% |
| Volatility 6M: |
|
158.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
