Morgan Stanley Call 130 RVTY 20.12.2024
/ DE000ME65S77
Morgan Stanley Call 130 RVTY 20.1.../ DE000ME65S77 /
| 15/05/2024 21:16:10 |
Chg.- |
Bid08:00:34 |
Ask08:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
- |
0.350
Bid Size: 2,000 |
0.390
Ask Size: 2,000 |
Revvity Inc |
130.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME65S7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Revvity Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.28 |
| Parity: |
-2.17 |
| Time value: |
0.37 |
| Break-even: |
123.92 |
| Moneyness: |
0.82 |
| Premium: |
0.26 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.03 |
| Spread %: |
8.82% |
| Delta: |
0.28 |
| Theta: |
-0.02 |
| Omega: |
7.40 |
| Rho: |
0.14 |
Quote data
| Open: |
0.330 |
| High: |
0.350 |
| Low: |
0.330 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.24% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-41.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.290 |
| 1M High / 1M Low: |
0.390 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.320 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.334 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
