Morgan Stanley Call 60 CVS 20.12.2024
/ DE000ME58RV0
Morgan Stanley Call 60 CVS 20.12..../ DE000ME58RV0 /
| 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: |
|
- |
