Morgan Stanley Call 115 RTX 16.01.2026
/ DE000ME2NC01
Morgan Stanley Call 115 RTX 16.01.../ DE000ME2NC01 /
| 7/10/2024 9:23:30 PM |
Chg.-0.030 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-4.05% |
-
Bid Size: - |
-
Ask Size: - |
RTX Corporation |
115.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
ME2NC0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
10/26/2023 |
| Last trading day: |
1/16/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.20 |
| Parity: |
-1.28 |
| Time value: |
0.75 |
| Break-even: |
113.84 |
| Moneyness: |
0.88 |
| Premium: |
0.22 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.35% |
| Delta: |
0.45 |
| Theta: |
-0.01 |
| Omega: |
5.60 |
| Rho: |
0.53 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.710 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.41% |
| 1 Month |
|
|
-31.73% |
| 3 Months |
|
|
-19.32% |
| YTD |
|
|
+108.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.680 |
| 1M High / 1M Low: |
1.040 |
0.650 |
| 6M High / 6M Low: |
1.100 |
0.340 |
| High (YTD): |
6/7/2024 |
1.100 |
| Low (YTD): |
1/19/2024 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.706 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.807 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.675 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.49% |
| Volatility 6M: |
|
92.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
