Morgan Stanley Call 95 SRE 21.06.2024
/ DE000ME0RJR8
Morgan Stanley Call 95 SRE 21.06..../ DE000ME0RJR8 /
| 2024-05-30 5:24:04 PM |
Chg.- |
Bid9:00:08 AM |
Ask9:00:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.028EUR |
- |
0.021
Bid Size: 3,750 |
0.048
Ask Size: 3,750 |
Sempra |
95.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME0RJR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
171.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.17 |
| Parity: |
-1.90 |
| Time value: |
0.04 |
| Break-even: |
88.11 |
| Moneyness: |
0.78 |
| Premium: |
0.28 |
| Premium p.a.: |
74.39 |
| Spread abs.: |
0.01 |
| Spread %: |
42.86% |
| Delta: |
0.08 |
| Theta: |
-0.04 |
| Omega: |
14.20 |
| Rho: |
0.00 |
Quote data
| Open: |
0.021 |
| High: |
0.028 |
| Low: |
0.021 |
| Previous Close: |
0.029 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.45% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
-12.50% |
| YTD |
|
|
-20.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.029 |
0.021 |
| 1M High / 1M Low: |
0.030 |
0.015 |
| 6M High / 6M Low: |
0.065 |
0.015 |
| High (YTD): |
2024-01-03 |
0.044 |
| Low (YTD): |
2024-05-21 |
0.015 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.026 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.022 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.032 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.78% |
| Volatility 6M: |
|
196.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
