Morgan Stanley Call 117.5 RTX 16.01.2026
/ DE000ME7UHP5
Morgan Stanley Call 117.5 RTX 16..../ DE000ME7UHP5 /
10/09/2024 20:11:32 |
Chg.- |
Bid09:15:58 |
Ask09:15:58 |
Underlying |
Strike price |
Expiration date |
Option type |
1.49EUR |
- |
1.46 Bid Size: 2,500 |
1.50 Ask Size: 2,000 |
RTX Corporation |
117.50 USD |
16/01/2026 |
Call |
Master data
WKN: |
ME7UHP |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
RTX Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
117.50 USD |
Maturity: |
16/01/2026 |
Issue date: |
29/01/2024 |
Last trading day: |
16/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.31 |
Intrinsic value: |
0.33 |
Implied volatility: |
0.22 |
Historic volatility: |
0.17 |
Parity: |
0.33 |
Time value: |
1.23 |
Break-even: |
122.08 |
Moneyness: |
1.03 |
Premium: |
0.11 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.65% |
Delta: |
0.67 |
Theta: |
-0.02 |
Omega: |
4.69 |
Rho: |
0.78 |
Quote data
Open: |
1.53 |
High: |
1.53 |
Low: |
1.49 |
Previous Close: |
1.54 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.61% |
1 Month |
|
|
+13.74% |
3 Months |
|
|
+65.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.54 |
1.38 |
1M High / 1M Low: |
1.67 |
1.35 |
6M High / 6M Low: |
1.67 |
0.33 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.47 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.46 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.91 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
68.74% |
Volatility 6M: |
|
110.10% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |