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Morgan Stanley Call 15 RUN 21.06..../  DE000MB68NZ5  /

Stuttgart
2024-05-31  9:24:36 PM Chg.-0.004 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.086EUR -4.44% -
Bid Size: -		 -
Ask Size: -		 Sunrun Inc 15.00 - 2024-06-21 Call
 

Master data

WKN: MB68NZ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Sunrun Inc
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2024-06-21
Issue date: 2023-05-12
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.60
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 1.27
Historic volatility: 0.77
Parity: -0.17
Time value: 0.10
Break-even: 15.98
Moneyness: 0.89
Premium: 0.20
Premium p.a.: 26.40
Spread abs.: 0.01
Spread %: 5.38%
Delta: 0.40
Theta: -0.04
Omega: 5.51
Rho: 0.00
 

Quote data

Open: 0.100
High: 0.118
Low: 0.086
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.30%
1 Month  
+100.00%
3 Months
  -44.52%
YTD
  -87.71%
1 Year
  -88.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.059
1M High / 1M Low: 0.090 0.033
6M High / 6M Low: 0.720 0.033
High (YTD): 2024-01-02 0.660
Low (YTD): 2024-05-20 0.033
52W High: 2023-07-19 0.970
52W Low: 2024-05-20 0.033
Avg. price 1W:   0.075
Avg. volume 1W:   0.000
Avg. price 1M:   0.058
Avg. volume 1M:   0.000
Avg. price 6M:   0.220
Avg. volume 6M:   0.000
Avg. price 1Y:   0.325
Avg. volume 1Y:   0.000
Volatility 1M:   555.08%
Volatility 6M:   406.41%
Volatility 1Y:   319.30%
Volatility 3Y:   -