Morgan Stanley Call 30 RRC 20.09.2024
/ DE000ME9GZX6
Morgan Stanley Call 30 RRC 20.09..../ DE000ME9GZX6 /
| 25/07/2024 18:07:39 |
Chg.- |
Bid08:33:03 |
Ask08:33:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
- |
0.500
Bid Size: 6,250 |
0.560
Ask Size: 6,250 |
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: |
10.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.28 |
| Parity: |
0.33 |
| Time value: |
0.24 |
| Break-even: |
30.53 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
3.64% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
7.04 |
| Rho: |
0.03 |
Quote data
| Open: |
0.490 |
| High: |
0.560 |
| Low: |
0.490 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-37.08% |
| 3 Months |
|
|
-65.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.560 |
| 1M High / 1M Low: |
1.080 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.684 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.848 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
