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Morgan Stanley Call 117.5 5UR 20..../  DE000MB178H3  /

EUWAX
9/11/2024  4:28:15 PM Chg.-0.120 Bid8:30:38 PM Ask8:30:38 PM Underlying Strike price Expiration date Option type
0.630EUR -16.00% 0.660
Bid Size: 80,000		 0.670
Ask Size: 80,000		 RTX CORP. ... 117.50 - 12/20/2024 Call
 

Master data

WKN: MB178H
Issuer: Morgan Stanley
Currency: EUR
Underlying: RTX CORP. -,01
Type: Warrant
Option type: Call
Strike price: 117.50 -
Maturity: 12/20/2024
Issue date: 12/5/2022
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.36
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.17
Parity: -0.83
Time value: 0.76
Break-even: 125.10
Moneyness: 0.93
Premium: 0.15
Premium p.a.: 0.64
Spread abs.: 0.01
Spread %: 1.33%
Delta: 0.44
Theta: -0.06
Omega: 6.36
Rho: 0.11
 

Quote data

Open: 0.720
High: 0.720
Low: 0.630
Previous Close: 0.750
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.25%
1 Month  
+14.55%
3 Months  
+142.31%
YTD  
+728.95%
1 Year  
+826.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.660
1M High / 1M Low: 0.890 0.580
6M High / 6M Low: 0.890 0.067
High (YTD): 8/30/2024 0.890
Low (YTD): 3/12/2024 0.067
52W High: 8/30/2024 0.890
52W Low: 11/23/2023 0.042
Avg. price 1W:   0.742
Avg. volume 1W:   0.000
Avg. price 1M:   0.700
Avg. volume 1M:   0.000
Avg. price 6M:   0.322
Avg. volume 6M:   0.000
Avg. price 1Y:   0.198
Avg. volume 1Y:   0.000
Volatility 1M:   127.44%
Volatility 6M:   250.15%
Volatility 1Y:   202.89%
Volatility 3Y:   -