Morgan Stanley Call 270 ANET 21.06.2024
/ DE000ME2CRD9
Morgan Stanley Call 270 ANET 21.0.../ DE000ME2CRD9 /
| 2024-06-07 1:38:02 PM |
Chg.+0.15 |
Bid1:49:59 PM |
Ask1:49:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.61EUR |
+6.10% |
2.63
Bid Size: 750 |
2.83
Ask Size: 750 |
Arista Networks |
270.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME2CRD |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Arista Networks |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.57 |
| Intrinsic value: |
2.44 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.39 |
| Parity: |
2.44 |
| Time value: |
0.28 |
| Break-even: |
275.09 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.09 |
| Spread %: |
3.42% |
| Delta: |
0.84 |
| Theta: |
-0.26 |
| Omega: |
8.40 |
| Rho: |
0.08 |
Quote data
| Open: |
2.61 |
| High: |
2.61 |
| Low: |
2.61 |
| Previous Close: |
2.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.88% |
| 1 Month |
|
|
+26.70% |
| 3 Months |
|
|
-26.06% |
| YTD |
|
|
+90.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.91 |
2.33 |
| 1M High / 1M Low: |
5.34 |
2.06 |
| 6M High / 6M Low: |
5.34 |
0.81 |
| High (YTD): |
2024-05-15 |
5.34 |
| Low (YTD): |
2024-04-22 |
0.95 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.62 |
| Avg. volume 6M: |
|
6.45 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.68% |
| Volatility 6M: |
|
244.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
