Morgan Stanley Call 160 AVAV 21.06.2024
/ DE000ME557G7
Morgan Stanley Call 160 AVAV 21.0.../ DE000ME557G7 /
| 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 |
| 3.84EUR |
-2.78% |
-
Bid Size: - |
-
Ask Size: - |
AeroVironment Inc |
160.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME557G |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 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: |
4.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.94 |
| Intrinsic value: |
3.92 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.43 |
| Parity: |
3.92 |
| Time value: |
0.20 |
| Break-even: |
189.33 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.19 |
| Spread %: |
4.83% |
| Delta: |
0.90 |
| Theta: |
-0.26 |
| Omega: |
4.10 |
| Rho: |
0.05 |
Quote data
| Open: |
4.07 |
| High: |
4.07 |
| Low: |
3.84 |
| Previous Close: |
3.95 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.67% |
| 1 Month |
|
|
+72.20% |
| 3 Months |
|
|
+143.04% |
| YTD |
|
|
+966.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.07 |
3.84 |
| 1M High / 1M Low: |
4.07 |
2.23 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-06-05 |
4.07 |
| Low (YTD): |
2024-02-19 |
0.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.47 |
| Avg. volume 1M: |
|
26.09 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
