Morgan Stanley Call 80 RTX 16.01.2026
/ DE000MB9LN74
Morgan Stanley Call 80 RTX 16.01..../ DE000MB9LN74 /
| 7/10/2024 8:21:20 PM |
Chg.-0.15 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.44EUR |
-5.79% |
-
Bid Size: - |
-
Ask Size: - |
RTX Corporation |
80.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
MB9LN7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
8/8/2023 |
| Last trading day: |
1/16/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.47 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
1.95 |
| Time value: |
0.64 |
| Break-even: |
99.88 |
| Moneyness: |
1.26 |
| Premium: |
0.07 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.39% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
3.11 |
| Rho: |
0.83 |
Quote data
| Open: |
2.57 |
| High: |
2.57 |
| Low: |
2.44 |
| Previous Close: |
2.59 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.79% |
| 1 Month |
|
|
-20.52% |
| 3 Months |
|
|
-9.29% |
| YTD |
|
|
+73.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.59 |
2.44 |
| 1M High / 1M Low: |
3.07 |
2.44 |
| 6M High / 6M Low: |
3.20 |
1.46 |
| High (YTD): |
6/7/2024 |
3.20 |
| Low (YTD): |
1/11/2024 |
1.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.36 |
| Avg. volume 6M: |
|
6.69 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.23% |
| Volatility 6M: |
|
51.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
