Morgan Stanley Call 75 CVS 20.12.2024
/ DE000ME58RY4
Morgan Stanley Call 75 CVS 20.12..../ DE000ME58RY4 /
03/09/2024 10:15:25 |
Chg.0.000 |
Bid11:08:03 |
Ask11:08:03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.330EUR |
0.00% |
0.330 Bid Size: 200 |
0.370 Ask Size: 200 |
CVS Health Corporati... |
75.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
ME58RY |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
CVS Health Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
13/12/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
132.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.27 |
Parity: |
-16.05 |
Time value: |
0.39 |
Break-even: |
68.16 |
Moneyness: |
0.76 |
Premium: |
0.32 |
Premium p.a.: |
1.54 |
Spread abs.: |
0.07 |
Spread %: |
21.88% |
Delta: |
0.09 |
Theta: |
-0.01 |
Omega: |
12.48 |
Rho: |
0.01 |
Quote data
Open: |
0.330 |
High: |
0.330 |
Low: |
0.330 |
Previous Close: |
0.330 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.16% |
1 Month |
|
|
-48.44% |
3 Months |
|
|
-50.00% |
YTD |
|
|
-87.40% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.330 |
1M High / 1M Low: |
0.590 |
0.330 |
6M High / 6M Low: |
2.920 |
0.330 |
High (YTD): |
28/03/2024 |
2.920 |
Low (YTD): |
02/09/2024 |
0.330 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.352 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.420 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.045 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
134.87% |
Volatility 6M: |
|
168.38% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |