Morgan Stanley Call 127.5 5UR 21.03.2025
/ DE000MB5E518
Morgan Stanley Call 127.5 5UR 21..../ DE000MB5E518 /
2024-09-10 10:44:42 AM |
Chg.-0.010 |
Bid12:59:09 PM |
Ask12:59:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
-1.85% |
0.520 Bid Size: 6,250 |
0.560 Ask Size: 6,250 |
RTX CORP. ... |
127.50 - |
2025-03-21 |
Call |
Master data
WKN: |
MB5E51 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
RTX CORP. -,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
127.50 - |
Maturity: |
2025-03-21 |
Issue date: |
2023-04-06 |
Last trading day: |
2025-03-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
19.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.17 |
Parity: |
-1.77 |
Time value: |
0.55 |
Break-even: |
133.00 |
Moneyness: |
0.86 |
Premium: |
0.21 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.01 |
Spread %: |
1.85% |
Delta: |
0.34 |
Theta: |
-0.03 |
Omega: |
6.86 |
Rho: |
0.17 |
Quote data
Open: |
0.530 |
High: |
0.530 |
Low: |
0.530 |
Previous Close: |
0.540 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.64% |
1 Month |
|
|
+35.90% |
3 Months |
|
|
+180.42% |
YTD |
|
|
+616.22% |
1 Year |
|
|
+452.08% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.440 |
1M High / 1M Low: |
0.590 |
0.390 |
6M High / 6M Low: |
0.590 |
0.062 |
High (YTD): |
2024-08-30 |
0.590 |
Low (YTD): |
2024-03-12 |
0.062 |
52W High: |
2024-08-30 |
0.590 |
52W Low: |
2023-11-23 |
0.048 |
Avg. price 1W: |
|
0.504 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.464 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.229 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.150 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
134.02% |
Volatility 6M: |
|
206.78% |
Volatility 1Y: |
|
168.86% |
Volatility 3Y: |
|
- |