Morgan Stanley Call 200 AVAV 20.09.2024
/ DE000ME9S624
Morgan Stanley Call 200 AVAV 20.0.../ DE000ME9S624 /
| 2024-06-18 8:58:07 PM |
Chg.+0.20 |
Bid9:44:08 PM |
Ask9:44:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.28EUR |
+6.49% |
3.22
Bid Size: 3,750 |
3.32
Ask Size: 3,750 |
AeroVironment Inc |
200.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME9S62 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 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: |
6.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.59 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.43 |
| Parity: |
1.41 |
| Time value: |
1.81 |
| Break-even: |
218.42 |
| Moneyness: |
1.08 |
| Premium: |
0.09 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.10 |
| Spread %: |
3.21% |
| Delta: |
0.66 |
| Theta: |
-0.13 |
| Omega: |
4.12 |
| Rho: |
0.26 |
Quote data
| Open: |
3.10 |
| High: |
3.28 |
| Low: |
3.10 |
| Previous Close: |
3.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.56% |
| 1 Month |
|
|
+72.63% |
| 3 Months |
|
|
+662.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.25 |
2.94 |
| 1M High / 1M Low: |
3.25 |
2.00 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
