Morgan Stanley Call 130 DVA 20.12.2024
/ DE000ME9GNP8
Morgan Stanley Call 130 DVA 20.12.../ DE000ME9GNP8 /
| 24/09/2024 17:59:46 |
Chg.-0.23 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.07EUR |
-6.97% |
-
Bid Size: - |
-
Ask Size: - |
DaVita Inc |
130.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME9GNP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
DaVita Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
01/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.99 |
| Intrinsic value: |
2.84 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.30 |
| Parity: |
2.84 |
| Time value: |
0.41 |
| Break-even: |
149.50 |
| Moneyness: |
1.24 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.05 |
| Spread %: |
1.56% |
| Delta: |
0.85 |
| Theta: |
-0.06 |
| Omega: |
3.80 |
| Rho: |
0.22 |
Quote data
| Open: |
3.23 |
| High: |
3.23 |
| Low: |
3.07 |
| Previous Close: |
3.30 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.76% |
| 1 Month |
|
|
+13.70% |
| 3 Months |
|
|
+38.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.44 |
3.26 |
| 1M High / 1M Low: |
3.59 |
2.29 |
| 6M High / 6M Low: |
3.59 |
1.41 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.76% |
| Volatility 6M: |
|
126.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
