Morgan Stanley Put 30 RRC 20.09.2024
/ DE000ME9GBC1
Morgan Stanley Put 30 RRC 20.09.2.../ DE000ME9GBC1 /
| 2024-05-24 6:56:59 PM |
Chg.+0.004 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.136EUR |
+3.03% |
-
Bid Size: - |
-
Ask Size: - |
Range Resources Corp |
30.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
ME9GBC |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Range Resources Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-09-20 |
| Ratio: |
5:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-44.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.29 |
| Parity: |
-1.10 |
| Time value: |
0.15 |
| Break-even: |
27.01 |
| Moneyness: |
0.83 |
| Premium: |
0.19 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.02 |
| Spread %: |
11.28% |
| Delta: |
-0.17 |
| Theta: |
-0.01 |
| Omega: |
-7.48 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.124 |
| High: |
0.136 |
| Low: |
0.121 |
| Previous Close: |
0.132 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.68% |
| 1 Month |
|
|
+8.80% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.132 |
0.085 |
| 1M High / 1M Low: |
0.167 |
0.085 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.105 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.122 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
