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: |
|
- |
