Morgan Stanley Call 100 5UR 20.06.2025
/ DE000MB57RN5
Morgan Stanley Call 100 5UR 20.06.../ DE000MB57RN5 /
26/08/2024 18:21:14 |
Chg.- |
Bid20:00:03 |
Ask20:00:03 |
Underlying |
Strike price |
Expiration date |
Option type |
2.16EUR |
- |
- Bid Size: - |
- Ask Size: - |
RTX CORP. ... |
100.00 - |
20/06/2025 |
Call |
Master data
WKN: |
MB57RN |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
RTX CORP. -,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 - |
Maturity: |
20/06/2025 |
Issue date: |
03/04/2023 |
Last trading day: |
27/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.38 |
Intrinsic value: |
0.92 |
Implied volatility: |
0.41 |
Historic volatility: |
0.17 |
Parity: |
0.92 |
Time value: |
1.23 |
Break-even: |
121.50 |
Moneyness: |
1.09 |
Premium: |
0.11 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
0.47% |
Delta: |
0.69 |
Theta: |
-0.03 |
Omega: |
3.51 |
Rho: |
0.42 |
Quote data
Open: |
2.13 |
High: |
2.16 |
Low: |
2.13 |
Previous Close: |
2.09 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+8.00% |
3 Months |
|
|
+52.11% |
YTD |
|
|
+380.00% |
1 Year |
|
|
+517.14% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
2.16 |
2.04 |
6M High / 6M Low: |
2.17 |
0.55 |
High (YTD): |
31/07/2024 |
2.17 |
Low (YTD): |
22/01/2024 |
0.45 |
52W High: |
31/07/2024 |
2.17 |
52W Low: |
04/10/2023 |
0.21 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
2.09 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.31 |
Avg. volume 6M: |
|
67.80 |
Avg. price 1Y: |
|
0.85 |
Avg. volume 1Y: |
|
65.57 |
Volatility 1M: |
|
31.46% |
Volatility 6M: |
|
110.31% |
Volatility 1Y: |
|
120.65% |
Volatility 3Y: |
|
- |