Morgan Stanley Call 80 RTX 16.01.2026
/ DE000MB9LN74
Morgan Stanley Call 80 RTX 16.01..../ DE000MB9LN74 /
| 15/11/2024 20:48:44 |
Chg.-0.03 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.03EUR |
-0.74% |
-
Bid Size: - |
-
Ask Size: - |
RTX Corporation |
80.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
MB9LN7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
08/08/2023 |
| Last trading day: |
16/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.93 |
| Intrinsic value: |
3.66 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.17 |
| Parity: |
3.66 |
| Time value: |
0.44 |
| Break-even: |
116.99 |
| Moneyness: |
1.48 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.24% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
2.52 |
| Rho: |
0.73 |
Quote data
| Open: |
3.96 |
| High: |
4.03 |
| Low: |
3.96 |
| Previous Close: |
4.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.01% |
| 1 Month |
|
|
-11.62% |
| 3 Months |
|
|
+2.81% |
| YTD |
|
|
+185.82% |
| 1 Year |
|
|
+227.64% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.58 |
4.03 |
| 1M High / 1M Low: |
4.68 |
3.83 |
| 6M High / 6M Low: |
4.68 |
2.44 |
| High (YTD): |
23/10/2024 |
4.68 |
| Low (YTD): |
11/01/2024 |
1.46 |
| 52W High: |
23/10/2024 |
4.68 |
| 52W Low: |
21/11/2023 |
1.13 |
| Avg. price 1W: |
|
4.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.62 |
| Avg. volume 6M: |
|
4.62 |
| Avg. price 1Y: |
|
2.79 |
| Avg. volume 1Y: |
|
5.71 |
| Volatility 1M: |
|
68.77% |
| Volatility 6M: |
|
62.02% |
| Volatility 1Y: |
|
58.37% |
| Volatility 3Y: |
|
- |
