Morgan Stanley Call 37.5 RRC 20.12.2024
/ DE000ME9H031
Morgan Stanley Call 37.5 RRC 20.1.../ DE000ME9H031 /
| 2024-05-31 8:58:32 PM |
Chg.-0.030 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
-3.95% |
-
Bid Size: - |
-
Ask Size: - |
Range Resources Corp |
37.50 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME9H03 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Range Resources Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 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: |
9.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
-0.11 |
| Time value: |
0.75 |
| Break-even: |
38.32 |
| Moneyness: |
0.98 |
| Premium: |
0.13 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
2.74% |
| Delta: |
0.56 |
| Theta: |
-0.01 |
| Omega: |
5.09 |
| Rho: |
0.08 |
Quote data
| Open: |
0.730 |
| High: |
0.740 |
| Low: |
0.710 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.74% |
| 1 Month |
|
|
+1.39% |
| 3 Months |
|
|
+37.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.630 |
| 1M High / 1M Low: |
0.930 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.682 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.703 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
