Morgan Stanley Call 140 DVA 20.12.../  DE000ME9GNS2  /

Stuttgart
2024-07-29  6:06:20 PM Chg.- Bid11:31:04 AM Ask11:31:04 AM Underlying Strike price Expiration date Option type
1.42EUR - 1.28
Bid Size: 1,000
1.35
Ask Size: 1,000
DaVita Inc 140.00 USD 2024-12-20 Call
 

Master data

WKN: ME9GNS
Issuer: Morgan Stanley
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2024-12-20
Issue date: 2024-03-01
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.06
Leverage: Yes

Calculated values

Fair value: 1.08
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.32
Parity: -0.08
Time value: 1.42
Break-even: 143.60
Moneyness: 0.99
Premium: 0.12
Premium p.a.: 0.32
Spread abs.: 0.05
Spread %: 3.65%
Delta: 0.57
Theta: -0.05
Omega: 5.12
Rho: 0.23
 

Quote data

Open: 1.30
High: 1.42
Low: 1.30
Previous Close: 1.27
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.43%
1 Month  
+2.90%
3 Months
  -13.41%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.67 1.27
1M High / 1M Low: 1.67 1.19
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.47
Avg. volume 1W:   0.00
Avg. price 1M:   1.34
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   154.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -