Morgan Stanley Call 130 AVAV 21.06.2024
/ DE000ME557D4
Morgan Stanley Call 130 AVAV 21.0.../ DE000ME557D4 /
| 12/06/2024 18:51:41 |
Chg.+0.65 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.10EUR |
+8.72% |
-
Bid Size: - |
-
Ask Size: - |
AeroVironment Inc |
130.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
ME557D |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
12/12/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.59 |
| Intrinsic value: |
7.57 |
| Implied volatility: |
2.16 |
| Historic volatility: |
0.43 |
| Parity: |
7.57 |
| Time value: |
0.19 |
| Break-even: |
198.64 |
| Moneyness: |
1.63 |
| Premium: |
0.01 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.18 |
| Spread %: |
2.37% |
| Delta: |
0.95 |
| Theta: |
-0.42 |
| Omega: |
2.40 |
| Rho: |
0.03 |
Quote data
| Open: |
7.62 |
| High: |
8.10 |
| Low: |
7.59 |
| Previous Close: |
7.45 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.77% |
| 1 Month |
|
|
+53.70% |
| 3 Months |
|
|
+146.95% |
| YTD |
|
|
+586.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.45 |
6.62 |
| 1M High / 1M Low: |
7.45 |
5.53 |
| 6M High / 6M Low: |
7.45 |
0.79 |
| High (YTD): |
11/06/2024 |
7.45 |
| Low (YTD): |
01/02/2024 |
0.79 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.61 |
| Avg. volume 6M: |
|
6.40 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.14% |
| Volatility 6M: |
|
247.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
