Morgan Stanley Call 170 AVAV 20.09.2024
/ DE000ME9S5Z8
Morgan Stanley Call 170 AVAV 20.0.../ DE000ME9S5Z8 /
| 6/13/2024 1:59:57 PM |
Chg.-0.08 |
Bid2:53:26 PM |
Ask2:53:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.10EUR |
-1.54% |
5.12
Bid Size: 1,000 |
5.24
Ask Size: 1,000 |
AeroVironment Inc |
170.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME9S5Z |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
3/7/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.80 |
| Intrinsic value: |
4.40 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.43 |
| Parity: |
4.40 |
| Time value: |
0.88 |
| Break-even: |
210.02 |
| Moneyness: |
1.28 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.11 |
| Spread %: |
2.13% |
| Delta: |
0.83 |
| Theta: |
-0.10 |
| Omega: |
3.15 |
| Rho: |
0.31 |
Quote data
| Open: |
5.10 |
| High: |
5.10 |
| Low: |
5.10 |
| Previous Close: |
5.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+65.58% |
| 3 Months |
|
|
+205.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.18 |
3.94 |
| 1M High / 1M Low: |
5.18 |
3.08 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
