Morgan Stanley Call 30 RRC 20.09.2024
/ DE000ME9GZX6
Morgan Stanley Call 30 RRC 20.09..../ DE000ME9GZX6 /
| 21/06/2024 18:22:04 |
Chg.-0.040 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
-4.12% |
-
Bid Size: - |
-
Ask Size: - |
Range Resources Corp |
30.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME9GZX |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Range Resources Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
01/03/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
5:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.29 |
| Parity: |
0.65 |
| Time value: |
0.28 |
| Break-even: |
32.71 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.04 |
| Spread %: |
4.49% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
5.01 |
| Rho: |
0.05 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.930 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.19% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
-5.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.930 |
| 1M High / 1M Low: |
1.570 |
0.930 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.304 |
| Avg. volume 1M: |
|
1,014.652 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
