Morgan Stanley Call 130 RVTY 20.09.2024
/ DE000ME17GU1
Morgan Stanley Call 130 RVTY 20.0.../ DE000ME17GU1 /
| 15/05/2024 21:26:30 |
Chg.+0.007 |
Bid21:37:50 |
Ask21:37:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.174EUR |
+4.19% |
0.174
Bid Size: 40,000 |
0.210
Ask Size: 40,000 |
Revvity Inc |
130.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME17GU |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Revvity Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
27/09/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
47.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
-2.17 |
| Time value: |
0.21 |
| Break-even: |
122.29 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.04 |
| Spread %: |
22.49% |
| Delta: |
0.20 |
| Theta: |
-0.02 |
| Omega: |
9.73 |
| Rho: |
0.06 |
Quote data
| Open: |
0.162 |
| High: |
0.178 |
| Low: |
0.162 |
| Previous Close: |
0.167 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
-20.91% |
| 3 Months |
|
|
-57.56% |
| YTD |
|
|
-74.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.167 |
0.145 |
| 1M High / 1M Low: |
0.220 |
0.138 |
| 6M High / 6M Low: |
0.770 |
0.138 |
| High (YTD): |
09/01/2024 |
0.770 |
| Low (YTD): |
03/05/2024 |
0.138 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.157 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.177 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.392 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.11% |
| Volatility 6M: |
|
150.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
