Morgan Stanley Call 200 AVAV 20.09.2024
/ DE000ME9S624
Morgan Stanley Call 200 AVAV 20.0.../ DE000ME9S624 /
| 2024-06-12 3:00:45 PM |
Chg.+0.16 |
Bid7:38:36 PM |
Ask7:38:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.10EUR |
+5.44% |
3.35
Bid Size: 1,000 |
3.45
Ask Size: 1,000 |
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: |
6.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.41 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.43 |
| Parity: |
1.06 |
| Time value: |
1.88 |
| Break-even: |
215.62 |
| Moneyness: |
1.06 |
| Premium: |
0.10 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.10 |
| Spread %: |
3.52% |
| Delta: |
0.64 |
| Theta: |
-0.12 |
| Omega: |
4.31 |
| Rho: |
0.27 |
Quote data
| Open: |
2.89 |
| High: |
3.10 |
| Low: |
2.89 |
| Previous Close: |
2.94 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.78% |
| 1 Month |
|
|
+98.72% |
| 3 Months |
|
|
+236.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.94 |
2.24 |
| 1M High / 1M Low: |
2.94 |
1.68 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
