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Morgan Stanley Call 112.5 5UR 20..../  DE000MB0CE83  /

EUWAX
11/09/2024  15:43:29 Chg.-0.130 Bid19:58:57 Ask19:58:57 Underlying Strike price Expiration date Option type
0.620EUR -17.33% 0.650
Bid Size: 80,000		 0.660
Ask Size: 80,000		 RTX CORP. ... 112.50 - 20/09/2024 Call
 

Master data

WKN: MB0CE8
Issuer: Morgan Stanley
Currency: EUR
Underlying: RTX CORP. -,01
Type: Warrant
Option type: Call
Strike price: 112.50 -
Maturity: 20/09/2024
Issue date: 09/11/2022
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.36
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 1.32
Historic volatility: 0.17
Parity: -0.33
Time value: 0.76
Break-even: 120.10
Moneyness: 0.97
Premium: 0.10
Premium p.a.: 47.06
Spread abs.: 0.01
Spread %: 1.33%
Delta: 0.48
Theta: -0.50
Omega: 6.96
Rho: 0.01
 

Quote data

Open: 0.710
High: 0.710
Low: 0.620
Previous Close: 0.750
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.06%
1 Month  
+31.91%
3 Months  
+202.44%
YTD  
+916.39%
1 Year  
+1092.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.630
1M High / 1M Low: 0.980 0.510
6M High / 6M Low: 0.980 0.046
High (YTD): 30/08/2024 0.980
Low (YTD): 12/03/2024 0.046
52W High: 30/08/2024 0.980
52W Low: 23/11/2023 0.034
Avg. price 1W:   0.752
Avg. volume 1W:   0.000
Avg. price 1M:   0.705
Avg. volume 1M:   90.909
Avg. price 6M:   0.270
Avg. volume 6M:   15.504
Avg. price 1Y:   0.163
Avg. volume 1Y:   7.813
Volatility 1M:   180.06%
Volatility 6M:   320.21%
Volatility 1Y:   252.79%
Volatility 3Y:   -