Morgan Stanley Call 140 DVA 20.12.../  DE000ME9GNS2  /

Stuttgart
6/21/2024  6:21:18 PM Chg.+0.01 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.51EUR +0.67% -
Bid Size: -
-
Ask Size: -
DaVita Inc 140.00 USD 12/20/2024 Call
 

Master data

WKN: ME9GNS
Issuer: Morgan Stanley
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 12/20/2024
Issue date: 3/1/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.48
Leverage: Yes

Calculated values

Fair value: 1.36
Intrinsic value: 0.13
Implied volatility: 0.38
Historic volatility: 0.32
Parity: 0.13
Time value: 1.43
Break-even: 146.54
Moneyness: 1.01
Premium: 0.11
Premium p.a.: 0.23
Spread abs.: 0.03
Spread %: 1.96%
Delta: 0.59
Theta: -0.04
Omega: 5.03
Rho: 0.31
 

Quote data

Open: 1.44
High: 1.51
Low: 1.44
Previous Close: 1.50
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.66%
1 Month  
+38.53%
3 Months  
+2.72%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.57 1.50
1M High / 1M Low: 1.92 1.09
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.53
Avg. volume 1W:   0.00
Avg. price 1M:   1.59
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -