Morgan Stanley Call 150 AVAV 21.06.2024
/ DE000ME557F9
Morgan Stanley Call 150 AVAV 21.0.../ DE000ME557F9 /
| 2024-06-07 8:09:49 PM |
Chg.-0.11 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.76EUR |
-2.26% |
-
Bid Size: - |
-
Ask Size: - |
AeroVironment Inc |
150.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME557F |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.86 |
| Intrinsic value: |
4.84 |
| Implied volatility: |
1.25 |
| Historic volatility: |
0.43 |
| Parity: |
4.84 |
| Time value: |
0.20 |
| Break-even: |
189.27 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.18 |
| Spread %: |
3.70% |
| Delta: |
0.92 |
| Theta: |
-0.27 |
| Omega: |
3.41 |
| Rho: |
0.04 |
Quote data
| Open: |
4.99 |
| High: |
4.99 |
| Low: |
4.76 |
| Previous Close: |
4.87 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.37% |
| 1 Month |
|
|
+54.55% |
| 3 Months |
|
|
+75.65% |
| YTD |
|
|
+765.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.99 |
4.76 |
| 1M High / 1M Low: |
4.99 |
3.08 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-06-05 |
4.99 |
| Low (YTD): |
2024-02-01 |
0.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
