Morgan Stanley Call 82.5 5UR 17.01.2025
/ DE000MB973T2
Morgan Stanley Call 82.5 5UR 17.0.../ DE000MB973T2 /
29/07/2024 20:54:16 |
Chg.- |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
3.10EUR |
- |
- Bid Size: - |
- Ask Size: - |
RTX CORP. ... |
82.50 - |
17/01/2025 |
Call |
Master data
WKN: |
MB973T |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
RTX CORP. -,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
82.50 - |
Maturity: |
17/01/2025 |
Issue date: |
27/07/2023 |
Last trading day: |
30/07/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.56 |
Intrinsic value: |
2.42 |
Implied volatility: |
0.61 |
Historic volatility: |
0.19 |
Parity: |
2.42 |
Time value: |
0.71 |
Break-even: |
113.80 |
Moneyness: |
1.29 |
Premium: |
0.07 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
0.32% |
Delta: |
0.81 |
Theta: |
-0.04 |
Omega: |
2.76 |
Rho: |
0.25 |
Quote data
Open: |
3.07 |
High: |
3.10 |
Low: |
3.06 |
Previous Close: |
3.17 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
-2.21% |
1 Month |
|
|
+64.89% |
3 Months |
|
|
+54.23% |
YTD |
|
|
+236.96% |
1 Year |
|
|
+171.93% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.10 |
3.10 |
1M High / 1M Low: |
3.17 |
1.88 |
6M High / 6M Low: |
3.17 |
1.17 |
High (YTD): |
26/07/2024 |
3.17 |
Low (YTD): |
16/01/2024 |
0.94 |
52W High: |
26/07/2024 |
3.17 |
52W Low: |
05/10/2023 |
0.41 |
Avg. price 1W: |
|
3.10 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.20 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.94 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.40 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
162.65% |
Volatility 6M: |
|
85.96% |
Volatility 1Y: |
|
107.66% |
Volatility 3Y: |
|
- |