Morgan Stanley Call 155 CVX 21.06.2024
/ DE000ME22K93
Morgan Stanley Call 155 CVX 21.06.../ DE000ME22K93 /
| 5/22/2024 1:36:05 PM |
Chg.-0.010 |
Bid4:38:38 PM |
Ask4:38:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-1.89% |
0.420
Bid Size: 100,000 |
0.430
Ask Size: 100,000 |
Chevron Corporation |
155.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
ME22K9 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
10/13/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
27.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.18 |
| Parity: |
0.46 |
| Time value: |
0.07 |
| Break-even: |
148.10 |
| Moneyness: |
1.03 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.92% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
24.39 |
| Rho: |
0.10 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.77% |
| 1 Month |
|
|
-5.45% |
| 3 Months |
|
|
+20.93% |
| YTD |
|
|
+44.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.530 |
| 1M High / 1M Low: |
0.660 |
0.430 |
| 6M High / 6M Low: |
0.660 |
0.196 |
| High (YTD): |
5/10/2024 |
0.660 |
| Low (YTD): |
1/22/2024 |
0.196 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.576 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.576 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.389 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.29% |
| Volatility 6M: |
|
154.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
