Morgan Stanley Call 150 AVAV 20.09.2024
/ DE000MG04SN4
Morgan Stanley Call 150 AVAV 20.0.../ DE000MG04SN4 /
| 6/13/2024 9:04:17 AM |
Chg.-0.02 |
Bid10:17:39 AM |
Ask10:17:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.71EUR |
-0.30% |
6.67
Bid Size: 1,000 |
6.77
Ask Size: 1,000 |
AeroVironment Inc |
150.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
MG04SN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
3/13/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.45 |
| Intrinsic value: |
6.25 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.43 |
| Parity: |
6.25 |
| Time value: |
0.59 |
| Break-even: |
207.12 |
| Moneyness: |
1.45 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.10 |
| Spread %: |
1.48% |
| Delta: |
0.89 |
| Theta: |
-0.08 |
| Omega: |
2.62 |
| Rho: |
0.30 |
Quote data
| Open: |
6.71 |
| High: |
6.71 |
| Low: |
6.71 |
| Previous Close: |
6.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.80% |
| 1 Month |
|
|
+52.85% |
| 3 Months |
|
|
+161.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.73 |
5.36 |
| 1M High / 1M Low: |
6.73 |
4.39 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
