Morgan Stanley Call 110 RTX 16.01.2026
/ DE000MB9LNA3
Morgan Stanley Call 110 RTX 16.01.../ DE000MB9LNA3 /
| 05/08/2024 21:13:44 |
Chg.+0.01 |
Bid21:38:53 |
Ask21:38:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.70EUR |
+0.59% |
1.70
Bid Size: 40,000 |
1.71
Ask Size: 40,000 |
RTX Corporation |
110.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
MB9LNA |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
08/08/2023 |
| Last trading day: |
16/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
0.59 |
| Time value: |
1.18 |
| Break-even: |
118.52 |
| Moneyness: |
1.06 |
| Premium: |
0.11 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.57% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
4.23 |
| Rho: |
0.83 |
Quote data
| Open: |
1.40 |
| High: |
1.70 |
| Low: |
1.40 |
| Previous Close: |
1.69 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.80% |
| 1 Month |
|
|
+97.67% |
| 3 Months |
|
|
+82.80% |
| YTD |
|
|
+314.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.92 |
1.67 |
| 1M High / 1M Low: |
1.92 |
0.83 |
| 6M High / 6M Low: |
1.92 |
0.48 |
| High (YTD): |
31/07/2024 |
1.92 |
| Low (YTD): |
17/01/2024 |
0.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.10% |
| Volatility 6M: |
|
108.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
