Morgan Stanley Call 85 RTX 16.01.2026
/ DE000ME172Y8
Morgan Stanley Call 85 RTX 16.01..../ DE000ME172Y8 /
9/10/2024 9:28:37 PM |
Chg.- |
Bid8:41:43 AM |
Ask8:41:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
3.63EUR |
- |
3.59 Bid Size: 2,000 |
3.61 Ask Size: 2,000 |
RTX Corporation |
85.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
ME172Y |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
RTX Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
9/27/2023 |
Last trading day: |
1/16/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.58 |
Intrinsic value: |
3.20 |
Implied volatility: |
0.24 |
Historic volatility: |
0.17 |
Parity: |
3.20 |
Time value: |
0.44 |
Break-even: |
113.53 |
Moneyness: |
1.42 |
Premium: |
0.04 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.01 |
Spread %: |
0.28% |
Delta: |
0.94 |
Theta: |
-0.01 |
Omega: |
2.83 |
Rho: |
0.90 |
Quote data
Open: |
3.68 |
High: |
3.68 |
Low: |
3.63 |
Previous Close: |
3.69 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.16% |
1 Month |
|
|
+8.68% |
3 Months |
|
|
+33.46% |
YTD |
|
|
+207.63% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.71 |
3.48 |
1M High / 1M Low: |
3.90 |
3.37 |
6M High / 6M Low: |
3.90 |
1.45 |
High (YTD): |
8/30/2024 |
3.90 |
Low (YTD): |
1/16/2024 |
1.22 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.61 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.58 |
Avg. volume 1M: |
|
818.18 |
Avg. price 6M: |
|
2.63 |
Avg. volume 6M: |
|
139.53 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
41.28% |
Volatility 6M: |
|
67.18% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |