Morgan Stanley Call 12 RUN 21.06.2024
/ DE000ME2RA66
Morgan Stanley Call 12 RUN 21.06..../ DE000ME2RA66 /
| 2024-05-31 5:53:12 PM |
Chg.-0.030 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-11.11% |
-
Bid Size: - |
-
Ask Size: - |
Sunrun Inc |
12.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME2RA6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sunrun Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
1.09 |
| Historic volatility: |
0.77 |
| Parity: |
0.23 |
| Time value: |
0.04 |
| Break-even: |
13.76 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
3.99 |
| Rho: |
0.00 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.240 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.87% |
| 1 Month |
|
|
+150.00% |
| 3 Months |
|
|
-7.69% |
| YTD |
|
|
-72.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.189 |
| 1M High / 1M Low: |
0.270 |
0.097 |
| 6M High / 6M Low: |
0.900 |
0.083 |
| High (YTD): |
2024-01-02 |
0.850 |
| Low (YTD): |
2024-04-25 |
0.083 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.221 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.152 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.332 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
357.66% |
| Volatility 6M: |
|
308.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
