Morgan Stanley Call 200 ANET 21.06.2024
/ DE000ME2RB81
Morgan Stanley Call 200 ANET 21.0.../ DE000ME2RB81 /
| 2024-05-31 2:05:11 PM |
Chg.-0.29 |
Bid3:40:06 PM |
Ask3:40:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.55EUR |
-2.95% |
9.43
Bid Size: 25,000 |
9.48
Ask Size: 25,000 |
Arista Networks |
200.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME2RB8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Arista Networks |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.61 |
| Intrinsic value: |
9.57 |
| Implied volatility: |
1.10 |
| Historic volatility: |
0.39 |
| Parity: |
9.57 |
| Time value: |
0.18 |
| Break-even: |
282.15 |
| Moneyness: |
1.52 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.05 |
| Spread %: |
0.52% |
| Delta: |
0.96 |
| Theta: |
-0.18 |
| Omega: |
2.75 |
| Rho: |
0.10 |
Quote data
| Open: |
9.55 |
| High: |
9.55 |
| Low: |
9.55 |
| Previous Close: |
9.84 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.07% |
| 1 Month |
|
|
+59.70% |
| 3 Months |
|
|
+24.35% |
| YTD |
|
|
+103.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.23 |
9.84 |
| 1M High / 1M Low: |
11.58 |
5.98 |
| 6M High / 6M Low: |
11.58 |
3.26 |
| High (YTD): |
2024-05-15 |
11.58 |
| Low (YTD): |
2024-01-03 |
4.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.23% |
| Volatility 6M: |
|
119.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
