Morgan Stanley Call 190 AVAV 20.09.2024
/ DE000ME9S616
Morgan Stanley Call 190 AVAV 20.0.../ DE000ME9S616 /
2024-06-12 8:20:04 PM |
Chg.- |
Bid10:33:57 AM |
Ask10:33:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
3.83EUR |
- |
3.67 Bid Size: 1,000 |
3.78 Ask Size: 1,000 |
AeroVironment Inc |
190.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
ME9S61 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AeroVironment Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
190.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-03-07 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.37 |
Intrinsic value: |
2.55 |
Implied volatility: |
0.60 |
Historic volatility: |
0.43 |
Parity: |
2.55 |
Time value: |
1.37 |
Break-even: |
214.92 |
Moneyness: |
1.15 |
Premium: |
0.07 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.11 |
Spread %: |
2.89% |
Delta: |
0.73 |
Theta: |
-0.11 |
Omega: |
3.77 |
Rho: |
0.29 |
Quote data
Open: |
3.45 |
High: |
3.90 |
Low: |
3.45 |
Previous Close: |
3.49 |
Turnover: |
3,744 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+33.45% |
1 Month |
|
|
+85.02% |
3 Months |
|
|
+261.32% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.83 |
2.73 |
1M High / 1M Low: |
3.83 |
2.07 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.15 |
Avg. volume 1W: |
|
192 |
Avg. price 1M: |
|
2.66 |
Avg. volume 1M: |
|
113.04 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
98.28% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |