Morgan Stanley Call 105 5UR 20.12.2024
/ DE000MB178D2
Morgan Stanley Call 105 5UR 20.12.../ DE000MB178D2 /
| 11/09/2024 21:05:29 |
Chg.-0.11 |
Bid21:29:13 |
Ask21:29:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
-6.79% |
1.53
Bid Size: 80,000 |
1.54
Ask Size: 80,000 |
RTX CORP. ... |
105.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
MB178D |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
RTX CORP. -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
05/12/2022 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.17 |
| Parity: |
0.42 |
| Time value: |
1.21 |
| Break-even: |
121.30 |
| Moneyness: |
1.04 |
| Premium: |
0.11 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.01 |
| Spread %: |
0.62% |
| Delta: |
0.62 |
| Theta: |
-0.07 |
| Omega: |
4.17 |
| Rho: |
0.14 |
Quote data
| Open: |
1.58 |
| High: |
1.58 |
| Low: |
1.45 |
| Previous Close: |
1.62 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.58% |
| 1 Month |
|
|
+17.97% |
| 3 Months |
|
|
+96.10% |
| YTD |
|
|
+694.74% |
| 1 Year |
|
|
+906.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.69 |
1.48 |
| 1M High / 1M Low: |
1.82 |
1.34 |
| 6M High / 6M Low: |
1.82 |
0.21 |
| High (YTD): |
30/08/2024 |
1.82 |
| Low (YTD): |
22/01/2024 |
0.17 |
| 52W High: |
30/08/2024 |
1.82 |
| 52W Low: |
06/10/2023 |
0.09 |
| Avg. price 1W: |
|
1.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.49 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
82.75% |
| Volatility 6M: |
|
176.41% |
| Volatility 1Y: |
|
165.19% |
| Volatility 3Y: |
|
- |
