Morgan Stanley Call 13 RUN 21.06..../  DE000ME38YD6  /

Stuttgart
2024-05-31  8:49:09 PM Chg.-0.009 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.188EUR -4.57% -
Bid Size: -
-
Ask Size: -
Sunrun Inc 13.00 USD 2024-06-21 Call
 

Master data

WKN: ME38YD
Issuer: Morgan Stanley
Currency: EUR
Underlying: Sunrun Inc
Type: Warrant
Option type: Call
Strike price: 13.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-08
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.77
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.13
Implied volatility: 0.98
Historic volatility: 0.77
Parity: 0.13
Time value: 0.06
Break-even: 13.95
Moneyness: 1.11
Premium: 0.05
Premium p.a.: 1.31
Spread abs.: 0.01
Spread %: 2.60%
Delta: 0.72
Theta: -0.03
Omega: 4.88
Rho: 0.00
 

Quote data

Open: 0.212
High: 0.212
Low: 0.172
Previous Close: 0.197
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.25%
1 Month  
+154.05%
3 Months
  -11.32%
YTD
  -77.07%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.197 0.125
1M High / 1M Low: 0.197 0.058
6M High / 6M Low: 0.820 0.058
High (YTD): 2024-01-02 0.780
Low (YTD): 2024-05-21 0.058
52W High: - -
52W Low: - -
Avg. price 1W:   0.165
Avg. volume 1W:   0.000
Avg. price 1M:   0.110
Avg. volume 1M:   0.000
Avg. price 6M:   0.286
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   603.93%
Volatility 6M:   392.53%
Volatility 1Y:   -
Volatility 3Y:   -