Morgan Stanley Call 290 ANET 21.06.2024
/ DE000ME2CRJ6
Morgan Stanley Call 290 ANET 21.0.../ DE000ME2CRJ6 /
| 2024-05-27 8:17:03 PM |
Chg.- |
Bid10:09:40 AM |
Ask10:09:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.08EUR |
- |
2.20
Bid Size: 2,000 |
2.25
Ask Size: 2,000 |
Arista Networks |
290.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME2CRJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Arista Networks |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 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: |
13.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
1.52 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.40 |
| Parity: |
1.52 |
| Time value: |
0.62 |
| Break-even: |
288.40 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.08 |
| Spread %: |
3.88% |
| Delta: |
0.72 |
| Theta: |
-0.23 |
| Omega: |
9.54 |
| Rho: |
0.12 |
Quote data
| Open: |
1.77 |
| High: |
2.08 |
| Low: |
1.77 |
| Previous Close: |
2.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.49% |
| 1 Month |
|
|
+87.39% |
| 3 Months |
|
|
+18.86% |
| YTD |
|
|
+128.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.14 |
2.08 |
| 1M High / 1M Low: |
3.42 |
0.90 |
| 6M High / 6M Low: |
3.50 |
0.52 |
| High (YTD): |
2024-03-22 |
3.50 |
| Low (YTD): |
2024-04-22 |
0.52 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
354.73% |
| Volatility 6M: |
|
270.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
