Morgan Stanley Call 85 RTX 16.01.2026
/ DE000ME172Y8
Morgan Stanley Call 85 RTX 16.01..../ DE000ME172Y8 /
| 05/08/2024 17:35:15 |
Chg.-0.08 |
Bid18:52:08 |
Ask18:52:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.25EUR |
-2.40% |
3.28
Bid Size: 40,000 |
3.29
Ask Size: 40,000 |
RTX Corporation |
85.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
ME172Y |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
27/09/2023 |
| Last trading day: |
16/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.32 |
| Intrinsic value: |
2.88 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
2.88 |
| Time value: |
0.52 |
| Break-even: |
111.90 |
| Moneyness: |
1.37 |
| Premium: |
0.05 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.30% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
2.89 |
| Rho: |
0.93 |
Quote data
| Open: |
3.18 |
| High: |
3.25 |
| Low: |
3.18 |
| Previous Close: |
3.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.81% |
| 1 Month |
|
|
+49.77% |
| 3 Months |
|
|
+43.81% |
| YTD |
|
|
+175.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.62 |
3.31 |
| 1M High / 1M Low: |
3.62 |
2.17 |
| 6M High / 6M Low: |
3.62 |
1.43 |
| High (YTD): |
31/07/2024 |
3.62 |
| Low (YTD): |
16/01/2024 |
1.22 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.15% |
| Volatility 6M: |
|
68.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
