Morgan Stanley Put 30 RRC 20.12.2024
/ DE000ME9GBB3
Morgan Stanley Put 30 RRC 20.12.2.../ DE000ME9GBB3 /
07/06/2024 18:54:39 |
Chg.+0.010 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
+4.00% |
- Bid Size: - |
- Ask Size: - |
Range Resources Corp |
30.00 USD |
20/12/2024 |
Put |
Master data
WKN: |
ME9GBB |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Range Resources Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
30.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
01/03/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
5:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-23.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.29 |
Parity: |
-1.17 |
Time value: |
0.29 |
Break-even: |
26.32 |
Moneyness: |
0.83 |
Premium: |
0.22 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.03 |
Spread %: |
11.54% |
Delta: |
-0.21 |
Theta: |
-0.01 |
Omega: |
-4.77 |
Rho: |
-0.04 |
Quote data
Open: |
0.240 |
High: |
0.260 |
Low: |
0.240 |
Previous Close: |
0.250 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.59% |
1 Month |
|
|
+26.21% |
3 Months |
|
|
-49.02% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.230 |
1M High / 1M Low: |
0.260 |
0.165 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.250 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.226 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.69% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |