Morgan Stanley Call 35 RUN 21.06..../  DE000MB0MRV7  /

EUWAX
2024-06-07  9:12:56 AM Chg.-0.003 Bid2024-06-07 Ask2024-06-07 Underlying Strike price Expiration date Option type
0.006EUR -33.33% 0.006
Bid Size: 10,000
0.040
Ask Size: 10,000
Sunrun Inc 35.00 - 2024-06-21 Call
 

Master data

WKN: MB0MRV
Issuer: Morgan Stanley
Currency: EUR
Underlying: Sunrun Inc
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 2024-06-21
Issue date: 2022-11-15
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.26
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 3.10
Historic volatility: 0.77
Parity: -2.13
Time value: 0.04
Break-even: 35.40
Moneyness: 0.39
Premium: 1.58
Premium p.a.: 0.00
Spread abs.: 0.03
Spread %: 471.43%
Delta: 0.12
Theta: -0.06
Omega: 4.12
Rho: 0.00
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.009
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month  
+50.00%
3 Months
  -33.33%
YTD
  -96.03%
1 Year
  -96.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.009 0.005
1M High / 1M Low: 0.009 0.004
6M High / 6M Low: 0.155 0.004
High (YTD): 2024-01-02 0.134
Low (YTD): 2024-05-28 0.004
52W High: 2023-07-19 0.280
52W Low: 2024-05-28 0.004
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.005
Avg. volume 1M:   0.000
Avg. price 6M:   0.027
Avg. volume 6M:   24
Avg. price 1Y:   0.057
Avg. volume 1Y:   39.063
Volatility 1M:   431.07%
Volatility 6M:   592.03%
Volatility 1Y:   474.24%
Volatility 3Y:   -