Morgan Stanley Call 37.5 RRC 20.09.2024
/ DE000ME9H049
Morgan Stanley Call 37.5 RRC 20.0.../ DE000ME9H049 /
| 05/07/2024 21:26:48 |
Chg.-0.043 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.177EUR |
-19.55% |
-
Bid Size: - |
-
Ask Size: - |
Range Resources Corp |
37.50 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME9H04 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Range Resources Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 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: |
30.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.28 |
| Parity: |
-0.71 |
| Time value: |
0.20 |
| Break-even: |
35.62 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.02 |
| Spread %: |
12.71% |
| Delta: |
0.32 |
| Theta: |
-0.01 |
| Omega: |
9.59 |
| Rho: |
0.02 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.177 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.85% |
| 1 Month |
|
|
-59.77% |
| 3 Months |
|
|
-58.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.225 |
0.175 |
| 1M High / 1M Low: |
0.560 |
0.175 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.197 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.302 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
