Morgan Stanley Call 60 CVS 20.12..../  DE000ME58RV0  /

Stuttgart
2024-07-26  8:31:59 PM Chg.+0.33 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
2.29EUR +16.84% -
Bid Size: -
-
Ask Size: -
CVS Health Corporati... 60.00 USD 2024-12-20 Call
 

Master data

WKN: ME58RV
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: 2023-12-13
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 23.81
Leverage: Yes

Calculated values

Fair value: 4.75
Intrinsic value: 0.92
Implied volatility: 0.10
Historic volatility: 0.27
Parity: 0.92
Time value: 1.44
Break-even: 57.63
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.43%
Delta: 0.71
Theta: -0.01
Omega: 16.82
Rho: 0.15
 

Quote data

Open: 1.93
High: 2.29
Low: 1.93
Previous Close: 1.96
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.17%
1 Month  
+14.50%
3 Months
  -28.88%
YTD
  -39.10%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.29 1.86
1M High / 1M Low: 2.36 1.60
6M High / 6M Low: 4.18 1.20
High (YTD): 2024-02-12 4.18
Low (YTD): 2024-05-29 1.20
52W High: - -
52W Low: - -
Avg. price 1W:   2.00
Avg. volume 1W:   0.00
Avg. price 1M:   1.91
Avg. volume 1M:   0.00
Avg. price 6M:   2.88
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.46%
Volatility 6M:   124.93%
Volatility 1Y:   -
Volatility 3Y:   -