Morgan Stanley Call 35 RRC 20.12.2024
/ DE000ME9H015
Morgan Stanley Call 35 RRC 20.12..../ DE000ME9H015 /
| 2024-05-31 8:58:32 PM |
Chg.-0.030 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
-2.97% |
-
Bid Size: - |
-
Ask Size: - |
Range Resources Corp |
35.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME9H01 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Range Resources Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-12-20 |
| Ratio: |
5:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.29 |
| Parity: |
0.35 |
| Time value: |
0.65 |
| Break-even: |
37.26 |
| Moneyness: |
1.05 |
| Premium: |
0.10 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
2.04% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
4.47 |
| Rho: |
0.10 |
Quote data
| Open: |
0.970 |
| High: |
0.980 |
| Low: |
0.950 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
+1.03% |
| 3 Months |
|
|
+42.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.850 |
| 1M High / 1M Low: |
1.220 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.914 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.945 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
