Morgan Stanley Call 140 AVAV 21.06.2024
/ DE000ME557E2
Morgan Stanley Call 140 AVAV 21.0.../ DE000ME557E2 /
| 13/06/2024 08:18:54 |
Chg.+0.01 |
Bid12:26:44 |
Ask12:26:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.19EUR |
+0.14% |
7.04
Bid Size: 1,000 |
7.22
Ask Size: 1,000 |
AeroVironment Inc |
140.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
ME557E |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 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: |
2.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.18 |
| Intrinsic value: |
7.17 |
| Implied volatility: |
2.10 |
| Historic volatility: |
0.43 |
| Parity: |
7.17 |
| Time value: |
0.19 |
| Break-even: |
203.08 |
| Moneyness: |
1.55 |
| Premium: |
0.01 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.18 |
| Spread %: |
2.51% |
| Delta: |
0.94 |
| Theta: |
-0.47 |
| Omega: |
2.58 |
| Rho: |
0.03 |
Quote data
| Open: |
7.19 |
| High: |
7.19 |
| Low: |
7.19 |
| Previous Close: |
7.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.39% |
| 1 Month |
|
|
+55.97% |
| 3 Months |
|
|
+197.11% |
| YTD |
|
|
+787.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.18 |
5.69 |
| 1M High / 1M Low: |
7.18 |
4.61 |
| 6M High / 6M Low: |
7.18 |
0.49 |
| High (YTD): |
12/06/2024 |
7.18 |
| Low (YTD): |
01/02/2024 |
0.49 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.23 |
| Avg. volume 1W: |
|
78 |
| Avg. price 1M: |
|
5.57 |
| Avg. volume 1M: |
|
26.35 |
| Avg. price 6M: |
|
2.09 |
| Avg. volume 6M: |
|
130.92 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.08% |
| Volatility 6M: |
|
414.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
