Morgan Stanley Call 95 SRE 21.06.2024
/ DE000ME0RJR8
Morgan Stanley Call 95 SRE 21.06..../ DE000ME0RJR8 /
| 2024-05-21 10:50:17 AM |
Chg.-0.006 |
Bid12:02:41 PM |
Ask12:02:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.015EUR |
-28.57% |
0.015
Bid Size: 3,750 |
0.040
Ask Size: 3,750 |
Sempra |
95.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME0RJR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
179.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.17 |
| Parity: |
-1.56 |
| Time value: |
0.04 |
| Break-even: |
87.87 |
| Moneyness: |
0.82 |
| Premium: |
0.22 |
| Premium p.a.: |
9.61 |
| Spread abs.: |
0.02 |
| Spread %: |
90.48% |
| Delta: |
0.09 |
| Theta: |
-0.03 |
| Omega: |
16.48 |
| Rho: |
0.01 |
Quote data
| Open: |
0.015 |
| High: |
0.015 |
| Low: |
0.015 |
| Previous Close: |
0.021 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.57% |
| 1 Month |
|
|
-28.57% |
| 3 Months |
|
|
-44.44% |
| YTD |
|
|
-57.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.021 |
0.021 |
| 1M High / 1M Low: |
0.022 |
0.021 |
| 6M High / 6M Low: |
0.065 |
0.019 |
| High (YTD): |
2024-01-03 |
0.044 |
| Low (YTD): |
2024-03-28 |
0.019 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.021 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.021 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.034 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
23.91% |
| Volatility 6M: |
|
165.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
