Morgan Stanley Call 95 CVS 20.12.2024
/ DE000ME6E0L8
Morgan Stanley Call 95 CVS 20.12..../ DE000ME6E0L8 /
| 10/7/2024 3:37:34 PM |
Chg.0.000 |
Bid8:10:53 PM |
Ask8:10:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
0.00% |
0.250
Bid Size: 10,000 |
0.260
Ask Size: 10,000 |
CVS Health Corporati... |
95.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
ME6E0L |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/4/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
235.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.27 |
| Parity: |
-27.72 |
| Time value: |
0.25 |
| Break-even: |
86.85 |
| Moneyness: |
0.68 |
| Premium: |
0.48 |
| Premium p.a.: |
5.80 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
0.05 |
| Theta: |
-0.01 |
| Omega: |
11.91 |
| Rho: |
0.01 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.45% |
| 1 Month |
|
|
+5.26% |
| 3 Months |
|
|
-17.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.228 |
| 1M High / 1M Low: |
0.240 |
0.203 |
| 6M High / 6M Low: |
0.770 |
0.200 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.233 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.217 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.303 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.53% |
| Volatility 6M: |
|
103.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
