Morgan Stanley Call 11 RUN 21.06.2024
/ DE000ME3PHP4
Morgan Stanley Call 11 RUN 21.06..../ DE000ME3PHP4 /
| 2024-05-27 8:39:48 PM |
Chg.- |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Sunrun Inc |
11.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
ME3PHP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sunrun Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-05-28 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
1.27 |
| Historic volatility: |
0.77 |
| Parity: |
0.23 |
| Time value: |
0.06 |
| Break-even: |
13.90 |
| Moneyness: |
1.21 |
| Premium: |
0.04 |
| Premium p.a.: |
1.15 |
| Spread abs.: |
0.02 |
| Spread %: |
7.41% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
3.63 |
| Rho: |
0.00 |
Quote data
| Open: |
0.260 |
| High: |
0.270 |
| Low: |
0.260 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.85% |
| 1 Month |
|
|
+107.69% |
| 3 Months |
|
|
-10.00% |
| YTD |
|
|
-71.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.270 |
| 1M High / 1M Low: |
0.270 |
0.128 |
| 6M High / 6M Low: |
0.970 |
0.104 |
| High (YTD): |
2024-01-02 |
0.930 |
| Low (YTD): |
2024-04-25 |
0.104 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.270 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.182 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.384 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
451.26% |
| Volatility 6M: |
|
317.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
