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: |
|
- |
