OverviewChartNewsTraderScreen

Morgan Stanley Call 110 5UR 20.12.../  DE000MB0CE75  /

EUWAX
11/15/2024  9:26:58 PM Chg.-0.050 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.870EUR -5.43% -
Bid Size: -		 -
Ask Size: -		 RTX CORP. ... 110.00 - 12/20/2024 Call
 

Master data

WKN: MB0CE7
Issuer: Morgan Stanley
Currency: EUR
Underlying: RTX CORP. -,01
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 12/20/2024
Issue date: 11/9/2022
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.73
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.26
Implied volatility: 0.60
Historic volatility: 0.17
Parity: 0.26
Time value: 0.70
Break-even: 119.60
Moneyness: 1.02
Premium: 0.06
Premium p.a.: 0.91
Spread abs.: 0.01
Spread %: 1.05%
Delta: 0.59
Theta: -0.12
Omega: 6.95
Rho: 0.05
 

Quote data

Open: 0.870
High: 0.870
Low: 0.840
Previous Close: 0.920
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -39.58%
1 Month
  -44.94%
3 Months
  -22.32%
YTD  
+564.12%
1 Year  
+877.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.440 0.870
1M High / 1M Low: 1.680 0.850
6M High / 6M Low: 1.680 0.219
High (YTD): 10/23/2024 1.680
Low (YTD): 1/22/2024 0.116
52W High: 10/23/2024 1.680
52W Low: 11/23/2023 0.072
Avg. price 1W:   1.188
Avg. volume 1W:   0.000
Avg. price 1M:   1.250
Avg. volume 1M:   0.000
Avg. price 6M:   0.908
Avg. volume 6M:   0.000
Avg. price 1Y:   0.573
Avg. volume 1Y:   0.000
Volatility 1M:   208.48%
Volatility 6M:   182.91%
Volatility 1Y:   165.42%
Volatility 3Y:   -