Morgan Stanley Call 160 RVTY 20.12.2024
/ DE000ME65S93
Morgan Stanley Call 160 RVTY 20.1.../ DE000ME65S93 /
7/29/2024 8:48:42 PM |
Chg.+0.070 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
+20.00% |
- Bid Size: - |
- Ask Size: - |
Revvity Inc |
160.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
ME65S9 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Revvity Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
1/2/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
24.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.56 |
Historic volatility: |
0.29 |
Parity: |
-4.13 |
Time value: |
0.44 |
Break-even: |
151.83 |
Moneyness: |
0.72 |
Premium: |
0.43 |
Premium p.a.: |
1.48 |
Spread abs.: |
0.08 |
Spread %: |
22.22% |
Delta: |
0.24 |
Theta: |
-0.04 |
Omega: |
5.70 |
Rho: |
0.08 |
Quote data
Open: |
0.290 |
High: |
0.420 |
Low: |
0.290 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.67% |
1 Month |
|
|
+110.00% |
3 Months |
|
|
+160.87% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.360 |
0.340 |
1M High / 1M Low: |
0.360 |
0.210 |
6M High / 6M Low: |
0.450 |
0.101 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.348 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.300 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.228 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
161.37% |
Volatility 6M: |
|
148.40% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |