Morgan Stanley Call 60 CVS 20.12.2024
/ DE000ME54BH2
Morgan Stanley Call 60 CVS 20.12..../ DE000ME54BH2 /
| 2024-07-26 6:52:57 PM |
Chg.+0.38 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.55EUR |
+11.99% |
-
Bid Size: - |
-
Ask Size: - |
CVS Health Corporati... |
60.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME54BH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
14.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.75 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.27 |
| Parity: |
0.92 |
| Time value: |
2.86 |
| Break-even: |
59.05 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.27% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
9.21 |
| Rho: |
0.12 |
Quote data
| Open: |
3.12 |
| High: |
3.55 |
| Low: |
3.12 |
| Previous Close: |
3.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.99% |
| 1 Month |
|
|
+12.70% |
| 3 Months |
|
|
-37.06% |
| YTD |
|
|
-49.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.55 |
2.78 |
| 1M High / 1M Low: |
3.73 |
2.44 |
| 6M High / 6M Low: |
7.75 |
1.78 |
| High (YTD): |
2024-03-28 |
7.75 |
| Low (YTD): |
2024-05-29 |
1.78 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.76% |
| Volatility 6M: |
|
144.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
